This should work: when entering the metadata URL (ending on $metadata), you should get a pop-up to provide the credentials.
Maybe it's a bug in Mendix 10.6.1 > You could try to upgrade to the latest MTS version (10.6.8)
Maybe you did have an error in the URL? It should give something like this in the browser:
This XML file does not appear to have any style information associated with it. The document tree is shown below.
<edmx:Edmx xmlns:edmx="http://schemas.microsoft.com/ado/2007/06/edmx" xmlns:mx="http://www.mendix.com/Protocols/MendixData" Version="1.0">
Good luck!
That's the problem, I can't get it to show any pop-up. I have tried it in version 10.8.1 and 10.9.0 with the same result.
The web address is fine because if I put it in a browser I get a pop-up asking for username and password.