Well… there are many reasons this can happen, but I found a new one today that I thought I would share with you all.
If you see the “Unauthenticated” message in the Network and Sharing Center like this:
……you may well be running Eset NOD32 V3.x or Eset Smart Security.
Now… before you go un-installing, this issue does not seem to affect anything actually working on the network in any way. The issue is that the Web Access Protection in NOD32 seems to be blocking Vista from doing something here.
The workaround is to go into Eset NOD32 advanced settings and disable just the Web access protection until Eset fix this bug.