External Authentication with CAS

I need to integrate with CAS, which is a authentication provider used by educational institutions similar to what google and facebook offer. I have a library which does the following:

1. User is bounced to a 3rd party url for authentication.
2. User logs in and is returned to my kentico site.
3. The 3rd party library running under kentico then validates the user and creates an auth cookie.

I have all that working. My problem is that I get this exception on return to the site:

Method is only supported if the user name parameter matches the user name in the current Windows Identity.

I assume this is because I have a principal which does not exist in Kentico. I am wondering what the right way to handle this is. My ultimate goal is that after a user logs in with the 3rd party auth, they return to the site, and if they have not logged in before, they create a kentico profile.

Any help or suggestions are greatly appreciated, Jonathan