users unable to log in – when others can using their username/password

I have two users who cannot log in from their computer. I can log in fine using their username and password. I suspect that there is a problem with either their machine or their network/firewall/something settings. Other users are logging in just fine.

We have gone over assuring that they are case sensitive.

Any suggestions?

I created a brand new account for this person manually just to be sure the account was good.

One user says:
I enter the username and password on the first log-in page [I put a log-in box on sites main page], I get a second log-in box [the regular wordpress log-in page] that says “Word Press – Microsoft Internet Explorer” that asks for a username and password, I re-enter it, and the “Word Press” box re-appears asking again for a username and password.