FYI, this is a forum for InfoPath and SharePoint Designer questions. The General forum would be best suited for permissions and/or browser-specific questions.
It would not make sense for a user to be authenticated in one browser over the other. IIS doesn't care what browser you're using, so it is most likely related to something you haven't mentioned. Could you give us much more detail about the situation?
Are you sure you're using the same account?
Are you sure you're typing in the credentials properly?
Is there anything special on that page that doesn't work in IE maybe?
Can you get to any other page on that same site, or is access denied everywhere?
Can other users access that site in IE?
There is just so much more info that we need, because just saying you get access denied in one but not the other doesn't lead us anywhere due to the fact that it's abnormal behavior.