Robert, it's pretty frustrating that you had issues with deploying your first application on a server. But maybe it will help when you ask your specific questions on this forum. You're talking about "problems" in your post, but I don't see any specific issue where we could help you with. Please edit your question and tell us what is going wrong. Then we can answer your questions.
You said the application is developed by a third party. Is a deployment on a server not part of your project? Why is the deployment not accomplished by your partner?
For single sign on, take a look at this appstore module: It allows users to login automatically if logged on to a windows network domain.
Sounds like you could write your own login handler. I do believe the license pool manager (in the appstore) does something similar. I'm not sure how this feature is related to IIS though.
It sounds like what you want is a single sign on solution. There currently are ways to achieve this, but they are not to be taken lightly.
Starting from Mendix 5 this should become easier. However, i can imagine that you do not wish to wait that long for your problem to be solved. So as Samet suggested if you could explain your issues a bit more then maby we can help you out.