So you're saying if someone goes to http://www.yourwebsite.com/cmsdesk you don't want the CMSDesk login page to appear? If so, simply modify the web.config files in each directory (CMSDesk and CMSSiteManager) to allow and deny specific roles you've created within Kentico. Then in your web.config specify your forms loginUrl like so:

<authentication mode="Forms">
<forms loginUrl="Global/logon" defaultUrl="Default.aspx" name=".ASPXFORMSAUTH" timeout="30" slidingExpiration="true"/>
</authentication>

(modify the url to be specific to your site)

Then set your login page within the Site Manager>Settings>Secuirty & Membership>Content>website login page URL.

You might also check out this blog post. This will restrict access and also not provide the user with the CMSDesk or CMSSiteManager splash screen. In my opinion, its a more complete solution.