IIS HTTP Error 401.5

Hello all,

I configured IIS to work with Appian according to the documentation below. 

https://docs.appian.com/suite/help/18.4/Configuring_IIS_with_Appian.html

I can open initial login screen. But when I try to log in or click to "Forgot password" I get Error 401.5. It says:

The URL that you tried to reach has an ISAPI, a CGI application, an ASP page, or a handler installed that verifies user credentials before the site lets you continue. This problem occurs because the application cannot verify your credentials.

What is wrong or what to check?

Is it wrong Authentication on site? It's set to Anonymous authentication.