From: Semen on
For me the same :(
Unable to open data connection to the external sharepoint portal with the
"non-windows" credentials.

From: Semen on
Try this solution:
open "regedit"
go to: HKEY_CURRENT_USER\Software\Microsoft\Office\14.0\Common\Internet
Create a registry key called BasicAuthLevel as a DWORD
And set it to 2

It works for me.