_entityManager.Principal always returns Guest

I am trying to setup my applicaton to run with Windows authentication. Why does it always return "Guest" as the user name. I know it's me, but, I can't figure it out. Below is my code from mainPage. The web config has <authentication mode="Windows" />.

public partial class MainPage : UserControl
    {
        #region ctor & load
        public MainPage()
        {
            InitializeComponent();
            Loaded += new RoutedEventHandler(MainPage_Loaded);
        }

        void MainPage_Loaded(object sender, RoutedEventArgs e)
        {
            CreateEntityManager();
            Reset();
            Login();
        }

        private void CreateEntityManager()
        {
            // create the entity manager but do not connect yet.
            _entityManager = new CollectionsEntities(false);

}
#endregion ctor & load

        #region login
        private void Login()
        {
            var mgr = CollectionsEntities.DefaultManager;
            mgr.LoginAsync(null, LoginCompleted, null);
        }

        private void LoginCompleted(LoginOperation args)
        {
            if (args.HasError)
            {
                txtMessages.Text = args.Error.Message + " Web Config is probably set wrong";
                return;
            }

UserBase user = _entityManager.Principal as UserBase;

txtLoggedInAs.Text = user.Name;

// The user.Name is Guest # (where the # increases each time I refresh.

            if (!user.IsAuthenticated)
            {
                txtMessages.Text = " Not authenticated.";
            }

}
#endregion login