You don't mention what version you're running, so I'm going to assume its pre-7.5, the laptop is running Windows in a Windows AD domain.
The reason that the laptop works is that the browser is passing the users domain credentials to the WSA transparently, while the Android device only used them to auth to the wireless. Android doesn't hold them for anything else...
You'll either have to turn off authentication for the Android devices, or the users will have get prompted to authenticate against the WSA.
Even going to 7.5, where the WSA is informed of logins may not do it, depending upon how authentication is performed by the wireless gear.