Every time you access your email, a lock file is created on the server for the period whilst you download your email then removed when you are finished. The lock file is to stop simultaneous sessions. On rare occasions, when you attempt to get your email, the communication link between your computer and the mail server breaks for what ever the reason. You naturally attempt to download your email again, but are confronted with authentication box asking for your username and password again. This is a symptom of a lock file from your previous broken session remaining on the mail server.
The Cure is to wait about 3 Minutes before trying again. The Mail server runs a sweeper program every 2 minutes to remove any stale lock-files, allowing your to access your email.