SharePoint doesn't support this authentication scheme

I have a new Windows Phone 7 phone, and I'm trying to investigate how to connect the Office application to our SharePoint site(s).

In the Office application, on Phone 7, I flip to the SharePoint page. I go to open URL, and enter the url for one of my sites, that uses default authentication (Windows Auth). I get a message: Can't open SharePoint doesn't support this authentication scheme. For assistance, contact the person who manages thus SharePoint site (That would be me). You can try opening the content in your web browser instead.

When opening in my browser, I can access the content without any problem. (Windows Auth passes)

Anyone have any source material on what I should do to my SharePoint site to "support this authentication scheme?"

Note: I am the administrator of our SharePoint server farm(s).