I was able to get SSO working on W2K8/IIS7 with Ionics ISAPI Filter.
Proxy is setup at localhost (port 80) and redirects to the server on 8000 (using the name, not localhost)
Everyhing looks good, SSO debug page shows Remote-User header being received correctly.
Splunk is using LDAP authentication (over Active Directory).
SSO is using permissive mode so allow users to still access splunk at http://server:8000 and login with their existing LDAP username. Role is mapped using the LDAP group mapping and it's working fine.
The problem is, when a user accesses through the proxy, Splunk does not show any data (searches return empty, summary dashboard also empty) as if the user did not have any roles assigned. However, the user can access the Manager and, if it has a admin role, it can do anything there... But all the searches and dashboards do not work...