ASP.NET session - Hyperlinks

We have an ASP.NET (1.1) web application which has an e-mail module to send
customer specific news letters which will have HTTP URLs embedded as part of
mail. The customer would receive e-mails and click the link if required. The
links should take them to the appropriate page after he or she is
authenticated.

The problem:

If the customer is already logged in to the web application (prior to
clicking the URL from e-mail), they are directly taken to the corresponding
page prompting for authentication (log in).

If the user copies the link from e-mail, and types in a new instance of the
browser, he is prompted to login before taken into the appropriate page. We
want the same behavior when the link is clicked from the e-mail.

Any inputs to resolve the above issue will be helpful. Thank in advance.

Rasheed