It seems like you're asking about FBA, even more so as I look at the tags for this question, so here is the information on how to set it up in WSS.
Core information
http://technet.microsoft.com/en-us/library/cc288043.aspxNice video on how to configure:
http://technet.microsoft.com/en-us/windowsserver/sharepoint/dd355701.aspx
If you happen to be running IIS7 then your life is pretty easy:
http://technet.microsoft.com/en-us/windows/dd251268.aspx