there is a authentication config tag in the web.config file. by default it's set to :
<authentication mode="Windows" />
so by default you are logged in by your system user. other valid values to 'mode' attribute are :Forms, Passport, None
Forms Authentication is the most appropriate method.
<authentication mode="Forms" loginUrl="~/login.aspx" defaultUrl="~/default.aspx" />
first parameter is username and second one for persistent login.
more information is available if you need it.