Yes. If you are going to do this, then you are going to have to program this manually. As a side note, one thing to keep in mind is that you still need to have SF users to which permissions can be associated. We have done this several times, and I will tell you that it is somewhat of a pain to support at times. But the first thing to look at is the Windows API. There is a method called LogonUser:
<DllImport(
"advapi32.dll")> _
Public Function LogonUser(ByVal lpszUsername As String, ByVal lpszDomain As String, ByVal lpszPassword As String, ByVal dwLogonType As Integer, ByVal dwLogonProvider As Integer, ByRef phToken As Integer) As Boolean
End Function