I have an website hosted in our own server?

You need to implement Windows authentication in an ASP.NET Web application.

ASP.NET supports various authentication modes, including Windows authentication, Forms authentication, Passport authentication, and custom authentication.

You should choose Windows authentication if your user accounts are maintained by a Active Directory.

The main benefit of using Windows authentication is that it can be coupled with IIS authentication so that you don't have to write any custom code.

Compared to other authentication mechanisms, Windows authentication does not pass the user credentials over the wire. Windows authentication also provides a seamless user experience. Therefore Windows authentication should be used wherever possible.

Refer:
How to implement Windows authentication and authorization in ASP.NET :-

http://support.microsoft.com/kb/323176