How can I allow pages of my asp.net web site open from a login page only?

Basically, you cannot limit access to any page on your site, if this page is accessible at all. Note that you do not require that only the authenticated user has access to some page (the purpose of it would be more clear), you want to allow access from some page only from a certain page; from your question it is clear that it could be not yet authenticated user.

So, the purpose of it is unclear, and I doubt that it is a good idea. Anyway, you cannot limit the access to the page, as well as you cannot prevent any user from typing any URL in the browser's address bar.

You can do different thing. In your ASP.NET code, you can check up the referrer URL: http://en.wikipedia.org/wiki/Referrer[^].

http://msdn.microsoft.com/en-us/library/system.web.httprequest.urlreferrer.aspx[^].

Depending on the referrer, your ASP.NET page can provide different content, if the referrer is not what you expect, anything at all, even generate error 404.
I hope the rest of it is clear. :-)

—SA

When a user login to your application set a session variable with user name and then when the user requests a page check session variable set or not if it is not set then redirect to login page

Use the following code in the master page of you project

protected void Page_Load(object sender, EventArgs e)
{
    if (Session["user"].ToString() == "")
    {
        Response.Redirect("~/Default.aspx");
    }
}