Login Page just refreshes with ASP.NET 2.0 Login Control

I am try to login using the ASP.NET 2.0 Standard Login Control. When I enter the correct userId/Password and hit the Login button, the page just refreshes, no error is displayed. But if I enter wrong userid/password..it give me an error.

Also I check the Membership.ValidateUser() returns true, that means the user is validated, but still I am able to redirect to ReturnURL.?

Is there something wrong with the Authentication, or Creating a cookie. Can somebody shed some light on this,

I have the following machine configuration

Windows XP Pro Service Pack2
IIS 5.1
SQL Server 2000
Visual Studio 2005
DISABLE ANONMYOUS ACCESS IN IIS
ENABLE WINDOWS AUTHENTICATION

I am getting the following output :

Membership.ValidateUser(Login1.UserName, Login1.Password) : - True
HttpContext.Current.User.Identity.Name : - // is blank
User.Identity.IsAuthenticated :- False
User.Identity.AuthenticationType :- // is blank

NOTE : The applicationName is same in web.config as well as in the aspnet_Applications table in SQL Server 2000 membership database.

Do you have an error logged in the SQL Server error log file (name starts with ERRORLOG)?

If not, then you should post the question on an ASP forum.

Thanks
Laurentiu