I use Authentication filter for HTTP Client like it is described in the API documentation. I have created MHTTPAuthenticationCallback object, called InstallAuthenticationL() on it and write my own function
TBool CHTTP_Generic::GetCredentialsL(const TUriC8& aURI, RString aRealm,
RStringF aAuthenticationType,
RString& aUsername,
RString& aPassword)
{
RStringPool strP = iSession.StringPool();
aUsername = strP.OpenStringL( KAuthLogin );
aPassword = strP.OpenStringL( KAuthPasswd );
return ETrue;
}

like it is written in document HTTPAPIinSeries60.pdf from Forum Nokia site.

This code didn't work properly. When server had returned 401 error code the function GetCredentialsL was called, but after this my MHFRunL() function from MHTTPTransactionCallback is calling with code 401 and transaction is ended. So repeat of HTTP request don't happend. When I pass username/password in URL the same was happend except that GetCredentialsL have not been called.
This code running under emulator.
Anyone has any suggestions or an advise?