Are all the pre-requisites met for Windows Integrated authentication to work? Can you check that there are no certificates in your browser which might interfere with SPNEGO? Theoretically it is possible to configure SPNEGO without having a LDAP user data source (at least in Legacy mode), but it is not recommended and additional configuration is required. See the attached link for details.
http://help.sap.com/saphelp_nw73ehp1/helpdata/en/49/75dd57d1653659e10000000a42189b/frameset.htm