On my current project, we're using JCIFS to integrate our application authentication process with NT Domain logins. While I found it quite easy to integrate, the one issue I found is I couldn't replicate the login process in a jWebUnit test. I tried setting the WWW-Authentication header to NTLM, but couldn't get it to work. The solution I ended up using is to subclass the NtlmHttpFilter and disable authentication when the User-Agent is "httpunit".
Hopefully this is useful for others. If you've managed to get regular jWebUnit authentication working with NTLM, I'm all ears.