I created a new SharePoint Site Colletction www.domain.com but I could not sign-in. The most weird was I could sing in from my other machine. Than I figured out there might be an issue on local machine where the Site Collection was residing.

I googled a bit and found the solution quite soon: http://www.sharepointdev.net/sharepoint–setup-upgrade-administration-operation/login-prompt-for-site-collection-1135.shtml

I had to disable the loopbackcheck. Here is how Chris Caravajal is describing it:

1. Click Start, click Run, type regedit, and then click OK.
2. In Registry Editor, locate and then click the following registry key:
   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa
3. Right-click Lsa, point to New, and then click DWORD Value.
4. Type DisableLoopbackCheck, and then press ENTER.
5. Right-click DisableLoopbackCheck, and then click Modify.
6. In the Value data box, type 1, and then click OK.