Hi Dipti,
As per my knowledge it won't ask for the login credentials if you use SSO.
But normally SSO authentication URL will be different from the regular URL.
Try to use the SSO URL's like https://Company.com/BOE/OpenDocument/opendoc/openDocument.jsp?
instead of
http://SERVERNAME:8080/BOE/OpenDocument/opendoc/openDocument.jsp?
I hope this helps.
Sampath