You'll want to switch from forms to windows authentication and deny anonymous users.
<configuration>
<system.web>
<authentication mode="Windows"/>
<authorization>
<deny users="?"/>
</authorization>
</system.web>
</configuration>
This should open a login window when users access the system.
There's a comprehensive list with examples on the patterns and practices site at:
How To: Use Windows Authentication in ASP.NET 2.0[
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