I've done this before. I worked with client's ActiveDirectory admins to get alfresco authenticating against AD Kerberos. Then worked with those same admins to configure client windows instances (via the domain controller) so that the windows clients would authenticate to alfresco using the currently logged in user. This was a few years ago so I've forgotten all the details. But it can be done and you'd probably want to have a look at kerberos authentication in the alfresco documentation, and then look at windows IExplore security settings and configure automatic logged-in user authentication to your alfresco servers.
Sorry for the vagueness. It's been a while. I could look up the alfresco and kerberos config on the production server, but I don't have the windows client config details anymore since my desktop machine is linux and I don't have access to windows.