If you are looking for a simple solution, you can create a UserContext object with contains UserName, IsAuthenticated and Roles collection. And this can be saved to session and retrived as required. In case this entry is not present in session, can be taken as user is not logged in.
For managing roles in asp.net take a look at the folllowing article:
How To: Use Role Manager in ASP.NET 2.0[
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