Transparent external authentication

I have an existing intranet that uses a sql database for user authentication. Upon signing into the intranet user info is stored in a cookie and session variable. I would like to add WordPress to my site and have users transparently authenticated against my existing sql database and then logged onto WordPress using the data from the session variable or cookie. I do not want users to see a logon page at all, rather they would click a link to the WordPress site and have access to post as the user they logged in as on the intranet main page.

The existing site is written in ColdFusion and classic ASP. Currently there is a header at the top of every page that checks to see if the session/cookie info is set, if not it redirects the user to the homepage to logon. I would likely have to duplicate this header content and functionality in php.

Does anyone have any experience with this kind of situation? I would greatly appreciate any information or tips.

Thanks