how to remove authentication popup in asp.net

New Internet Explorer window is a different process, so the cookie in which session Id is maintained or any other cookie is not shared but if a user opens it in new tab(which is in same process) then the cookie is shared. Although if you are in Chrome and Firefox, they always open new windows in the same process and cookies and any other client side data is thus shared. It is very much browser dependent.

For achieving this you may try opening Modal Dialogue Windows if it is feasible within your requirements. For more details you can follow: http://msdn.microsoft.com/en-us/library/ms536759.aspx

Regards
AJ