HTTP authenticate

I have a problem and cannot find a solution to it. My client wants to have login boxes (html text/password type) (username,password) on his main page. Once user enters correct details it will take him/her to the protected area. Now I need to authenticate the user for each page in the restricted area. If I use HTTP authenticate (which is in another file and I use "require" to refear to it) then it brings up the windows authentication box which means the user has to login again (not good :(). The client deosn't want me to use cookies (I was goint to create two cookies PHP_AUT_USER and PHP_AUTH_PW). I cannot use sessions since the ISP host doesn't support them. Is there any way I could assign values to PHP_AUT_USER and PHP_AUTH_PW so I don not get the windows username/pass box but just authenticate once through. I realy need this sorted. Thanx, Ajdin