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