If your application is implementing authentication then it will happen by default. Just check whether or not you are creating a persistent cookie for the authentication ticket. Because if you have implemented persistent cookie then it wont ask for login again.
refer this:
A Beginner's Tutorial on Custom Forms Authentication in ASP.NET MVC Application[
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FormsAuthentication.SetAuthCookie(username, false);
The second argument should be false to have a non persistent cookie.