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The instructions are very good, but I think they may be wrong in describing the multiple authentication settings. There is also an explicit mistypo where it says that both AuthAuthoritative and SSPIAuthoritative must be set to Off, and then SSPIAuthoritative is On a few lines later in the example.
What happens is that - in visiting the page with Firefox (so not to be automatically recognised as it would happen with IE) - the first authentication request dialog I get is the basic authentication one; I insert a correct username/password couple, then get a new authentication request dialog, this time for the Windows authentication.
I am sure I am not far from the solution because - if I comment one or the other set of settings - the remaining authentication works fine. Here is my Apache Location directive: