Security to WebAPI

I just wrote a simple webapi as a test.

http://[MachineName]/MyAPI/api/values

That works.

Now I want to consume that in a console app which is on the same machine.

  var client = new WebClient();

  string content = client.DownloadString("http://[MachineName]/MyAPI/api/values");

  Console.WriteLine(content);

  Console.Read();

But I get this error:

The remote server returned an error: (401) Unauthorized.

Somewhere I should set the security and I am missing that I think.