Shibboleth, the only standards-based web single sign-on protocol, is the most common means for providing CNet authentication to external services. It is also the best option for providing an SSO experience across campus-based web applications.
Practically, this means less logging in to many UChicago sites which is great, until it's not. When you visit a site that uses Shibboleth (which you can identify by the login screen featuring this little guy to the right) your browser is redirected to the login page and then, upon successful login, back to the site you're going to. The problem here comes in trying to bookmark sites. On many Shibboleth sites the first screen that you see is the "Sign in" page which has this url: https://shibboleth2.uchicago.edu/idp/Authn/UserPassword. If you bookmark the site when you are at that URL, your bookmark will be forever broken.
Clicking on the bookmark without going to the site will result in something like this, which will lead you nowhere.
So, when you are trying to bookmark a site that uses Shibboleth, you need to either bookmark a page before the login screen or log in and then bookmark the page. This will make sure you can get back to the site later and don't get authentication errors.