SharePoint 2010 and Visio 2010

Hello All,

I am having a problem with Visio 2010 documents opening on SharePoint 2010.

Users are prompted with credentials every time they open the file. Sometimes they are prompted twice.

As the administrator I am not prompted at all opening the same documetns but all of these users have at least "contribute" permissions.

Any help I can get on this would be very appreciated!

We are running SharePoint Foundation 2010 on Windows 2008 R2

Thank you!