ASP.NET supports various authentication modes, including Windows authentication, forms authentication, Passport authentication, and custom authentication. You should choose Windows authentication if your user accounts are maintained by a Microsoft® Windows NT… domain controller or within Microsoft Windows… Active Directory and there are no firewall issues.
The main benefit of using Windows authentication is that it can be coupled with IIS authentication so that you don't have to write any custom code.
For more detail follow this link-
http://msdn.microsoft.com/en-us/library/ff647405.aspx