I highly recommend buying a copy of Stefan Schackow's excellent ASP.NET 2.0 Security, Membership, and Role Management book.  Stefan is a key member of the ASP.NET team, and owned and designed the security features in the ASP.NET 2.0 release.  As such, he really, really, really knows what he is writing about. 

Chapter 6 of his book is titled "Integrating ASP.NET Security with Classic ASP" and contains much more detail about the solution I demonstrated above (as well as how to use role security with it, and pass data back and forth between ASP.NET and classic ASP).

Figure 7

Click here to learn more about the book and/or buy it online.