Windows Authentication in COM

I have a COM+ and ASP application and I'm having a problem with Anonymous web access. I want the application to be able to access files on the server's local hard drive. When a user is accessing the application through the web (authenticated as an anonymous user), I get an error message when trying to access a local file. The error message is: "Unable to open key computer" (displays machine name, etc.)

Is there a way the COM can assume an authenticated user identity for the purpose of accessing files?

Also, for some reason, I can access the files with no problem through ASP. Maybe there is a difference between the two methods. In one case, I'm loading an XML file through the .Load method. In the other case, I'm using the .LoadLayout method in ActiveReports. I've been having a problem with both of those. According to DataDynamics (ActiveReports) no one has ever had this problem before... (of course)
In ASP, I used the Scripting.FileSystemObject

If anyone has any input on this, I would greatly appreciate it!

-- Ryan