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These links help you to understand and implement Windows Authentication in ASP.NET Application using Microsoft Internet Information Services (IIS) ...
http://msdn2.microsoft.com/en-us/library/ms998372.aspx
http://www.microsoft.com/technet/prodtechnol/WindowsServer2003/Library/IIS/15225777-8b91-4e7a-a49d-f4b4ad0f1b3a.mspx?mfr=true
http://support.microsoft.com/kb/323176
http://msdn2.microsoft.com/en-us/library/532aee0e(vs.71).aspx
http://msdn2.microsoft.com/en-us/library/8d82143t(vs.71).aspx
http://msdn.microsoft.com/msdnmag/issues/02/04/ASPSec/default.aspx
http://weblogs.asp.net/scottgu/archive/2006/07/12/Recipe_3A00_-Enabling-Windows-Authentication-within-an-Intranet-ASP.NET-Web-application.aspx
http://www.codeproject.com/KB/aspnet/WindowsSecuritynASPNet.aspx
http://samples.gotdotnet.com/quickstart/aspplus/doc/windowsauth.aspx
http://msdn.microsoft.com/msdnmag/issues/02/04/ASPSec/