Force IIS to ask for credentials

I had managed IIS to correctly ask for NTLM credentials while accessing it from localhost and local network.

However, IIS still doesn't ask for credentials while accessed from remote network, aka internet.

Otherwise, it throws 

401 - Unauthorized: Access is denied due to invalid credentials.

And doesn't even send NTLM headers in response.

How to force IIS to ask for crecentials?