HI ,
Please download the Graybox popup or other j-Query for popup window.
Gray Box
When home page is loading at that time in page_load event you can check
User is log in or not (Using User Session i.e. Session["User"] != null )
if User is not log in then you will Open this Pop up window using JavaScript code .
Page.ClientScript.RegisterStartupScript(Page.GetType(), "Popup", "GB_show(caption, your login page, height, width, callback_fn)", true);