Help with Team Foundation Server

We've just installed TFS on our AppServer01.  TFS was installed using the network administrator username.

I've connected, and on the first time connnecting I had to connect using the NEtworkAdministrator username. From there I could log in with my Domain user name.

However, whenever I try to say Download the Test Approach.doc from the documents folder (it came with TFS) it asks me to login with a username and password.

How do we get it so it will work off of our domain using Active Directory   Our developers are part of the developer Group, so can we give the Developer group access to that

Any help would be great. We got it installed fine, but now I want to get to know how to use it.

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Edit:

I hit the Global security and see three new Names:

Service Accounts
Team Foundation Administrators
Team FoundationValid Users

I checked the server TFS is running on and I cannot see those groups or users. Where did those groups get created And how do we add people to them