How to login to sharepoint site programatically

Hi,

I have two site collections in my web application. (http://test.com and http://test/research)

http://test.com is with anonymous permission.

http://test/research require the user login.

I created a asp.net web application (http://test.com/kpi) and configure under the http://test.com at the IIS.

my requirement is that when user browse the asp.net webapplication http://test.com/kpi, need to login  even http://test.com is anonymous site. after user login at http://test.com/kpi and click to 'Home' (http://test.com), the user is already login at http://test.com  and http://test.com/research.

How can I achieve it?

Thanks for advice!