Ask Amoeba

You can change your web.config like this.
add this to your web.config

 system.web
  ...
  authentication mode="Windows"/>
  ...
 /system.web>

To configure Windows authentication

1. Start Internet Information Services (IIS).
2. Right-click your application's virtual directory, and then click Properties.
3. Click the Directory Security tab.
4. Under Anonymous access and authentication control, click Edit.
5. Make sure the Anonymous access check box is not selected and that Integrated Windows authentication is the only selected check box.

You can then deal with the business or authorization using web.config again. for example

authorization>
 deny users="DomainName\UserName" />
 allow roles="DomainName\WindowsGroup" />
/authorization>

Read more here: http://msdn.microsoft.com/en-us/library/ms998358.aspx