A few things your could try.
1) You could turn on anonymous access (doubt you want to do this) to the SharePoint site.
2) Change the Support HTTP Authentication setting on your BES's MDS-CS instance. This should then prompt you for credentials.
3) Use a third party product, check the SilverDust link in my signature.
A third party product, like SilverDust, is really the only option that will give you full access to your SharePoint content (i.e workflow support, document checkin/out)