I'm not sure I understood your issue. It sounds like you need redirect non authenticated user to a logon page.
If this is a case, secure pages, those require authentication, by going to page properties -> security and check Requires Authentication radio button at the bottom of the form.
Next step would be to let Kentico know what is your login page. Go to Settings -> Security & Authentication and specify logon page url @ Website logon page URL field.
Hope this help.
If this is not what you're looking for - please, provide more details.