I think you need such that,any unauthenticated user should not be able to access your profile page.Doing so,one should be redirected to login page.
For this,there is very good concept available called
FORMS AUTHENTICATION.Refer to link below
How to: Implement Simple Forms Authentication[
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If you use session,it will consume some memory at server side and you have to implement it in every page.
While using forms authentication,you just have to work with web.config file and you are done.
Let me know if you need more help on this.