SCOM 2012r2 Web Console Authentication problem

My lab settings as below:
SQL server holds OM, OMDW & reportDB, SCOM report server & SQL report server.
2x Windows 2012r2 hold SCOM MS (NLB)
2x Windows 2012r2 hold SCOM Web Console, SCOM report server & SQL Report server (NLB)
3x SQL report server are using scale-out deployment sharing the same DB on SQL server

I'm using another non-domain PC for testing. Because I want to publish Web Console to Internet for my customers.
I got the error below, once I enter username & password in form based popup box on Web Console.



If I enter username & password on above login screen, then it allow me to login. (Using same user & password as form based)