We're experiencing problems in Confluence with the JIRA Macros plugin:

Version info:
Jira Version: 5.1.1
Confluence Version: 4.2.5
JIRA Macros Plugin version: 4.0.14
There is an URL via which an XML file can be requested. If I let my browser (does not matter which one: Chrome, IE 9 or FF 14.x) call this URL, I get an "400 Bad Request" error if I'm not logged in Jira and the correct XML if I am logged in - thats OK so far... Therefore I suppose, that the Confluence-app could not simply authorizie in Jira and grab the XML.
The question is, where I can enter correct credentials for the plugin? Or am I "digging in the wrong place"?