Slow performance when accessing msmdpump.dll with basic authentication. Repeated 401 observe

Question

I'm facing an annoying issue accessing SSAS through a HTTP/HTTPS connection using Basic Authentication.

Everything works except if you analyse the network traffic using a sniffer, each call is emitted twice. The first one is emitted without the "Authorization" header of the http protocol which provokes a 401 error. The second one sends the request correctly filled with the "Authorization" header. This is repeated again and again for each request... ?!

Httpwatch/fiddler or IIS logs

Sniffing the network calls and you will obtain:
#    Result Protocol Host      URL                   Body    Content-Type
1    401    HTTP    sql2008    /olap/msmdpump.dll    1293    text/html
2    200    HTTP    sql2008    /olap/msmdpump.dll    2598    text/xml
3    401    HTTP    sql2008    /olap/msmdpump.dll    1293    text/html
4    200    HTTP    sql2008    /olap/msmdpump.dll     280    application/xml+xpress
5    401    HTTP    sql2008    /olap/msmdpump.dll    1293    text/html
6    200    HTTP    sql2008    /olap/msmdpump.dll     991    application/xml+xpress
7    401    HTTP    sql2008    /olap/msmdpump.dll    1293    text/html
8    200    HTTP    sql2008    /olap/msmdpump.dll    1787    application/xml+xpress
9    401    HTTP    sql2008    /olap/msmdpump.dll    1293    text/html
10   200    HTTP    sql2008    /olap/msmdpump.dll     197    application/xml+xpress

Any idea on how to bypass these recurrent authentications?

I updated to SQLServer 2008 R2 SP1 Cumulative Patch 4 with no success. The issue seems to come from ADOMD.NET or OleDB for Olap Driver.

Any help would be appreciated,

Regards, Avinash Nigam