I've found that WebDriver works with IE 9 and Windows / NTLM authentication via using Windows Impersonation and IE's automatic logon feature. An
An example of the impersonateValidUser method you'll need to call can be found here:
http://support.microsoft.com/kb/306158Impersonate a Specific User in Code ("Impersonate a Specific User in Code").
Essentially you want to do the following (ensuring that IE 9 is configured to "Log me in automatically"):
impersonateValidUser("DifferentUser", "DOMAIN", "Password");
// WebDriver now logged in as "DifferentUser"
IWebDriver webDriver = new InternetExplorerDriver();
impersonateValidUser("DifferentUser", "DOMAIN", "Password");
// WebDriver now logged in as "DifferentUser"
IWebDriver webDriver = new InternetExplorerDriver();
To revert back to the user running the tests / Selenium RC just call:
undoImpersonation();
undoImpersonation();