To be more precise to all above given solutions, you would need to check that whether user is logged in before making the link visible. That means, from code behind you would require run a javascript to make the link visible. This can be done using Page.ResigerClientScript block (google can tell you a lot about this). Also, since you are checking the session variable at code behind, then why not to make the anchor tag
runat="server"
and then access it directly at code behind to show or hide.
What say?
Anurag