If you got an HTTP 200 return code, the server must have already returned some content to the client. Did you actually get redirected to the login page (in this case there will be a "redirect" section above the "status" section in Advanced Rest Client)? If true, you need to log on first. The easiest way to do it is log on normally in the web UI using the same browser. This works with Chrome/Firefox along with their respective REST clients.
If you need to do scripting later on, for example using Perl, you do need to spend time to study the HTTP return code and how contents are sent to and returned from the server, along with the authentication method mentioned in the jazz.net article. The browser actually does quite a few things behind the scene when you use a REST client plugin, such as handling cookies, but with scripting, you need to do everything yourself.