Authenticated reports fails if I configure Cognos to allow anonymous access

[hawaii_desperado]

If I configure cognos to disable anonymous access then I am able to link to my authenticated reports with no problem.
The url I use is as follows.

http://{ourhostname}/ibmcognos/cgi-bin/cognos.cgi?b_action=cognosViewer&ui.action=run&ui.object=%2fcontent%2ffolder%5b%40name%3d%27ORSAuthenticated%27%5d%2freport%5b%40name%3d%27web%20report%20-%20PI%27%5d&ui.name=web%20report%20-%20PI&run.outputFormat=&run.prompt=true


If I enable anonymous access in my cognos configuration then using the same url results in the following error if I don't first login to cognos in the brower.
RSV-CM-0005
Content Manager did not return an object for the requested search path '/content/folder[@name='ORSAuthenticated']/report[@na#e='web report - PI']'.
DETAILS:DPR-ERR-2082 An error has occurred. Please contact your administrator. The complete error has been logged by CAF with SecureErrorID:2012-03-13-12:18:52.561-#26

I would expect cognos to recognize that this report (and folder) can only be accessed by authenticated users and display a login prompt.  This is what it does if I turn of authentication.

Is there something I need to add to the url for example another run. option to tell cognos that authentication is required for this report or should it be automatic?