How do say you forms authentication is enabled for your web site?
Could you please post the portion of web.config that you use to enable forms authentication?
Here is an example,
<authentication mode="Forms">
<forms name="yourCookieName" cookieless="UseUri" loginUrl="Login.aspx" protection="All" timeout="90" slidingExpiration="true"/>
</authentication>
<authorization>
<deny users="?" />
</authorization>
Here '?' in deny tag denies anonymous users from accessing the site.