nijhawan.saurabh:
If you are not using the membership classes then there isn't any point of using LoginName control.
There is no relation between LoginName control and Membership, Memberhsip exposed few functinality for Developer, making their life easier in common functoin and LoginName.
If you want to use LoginName control, then you must use Forms Based Authentication, the LoginName displays the value of the System.Web.UI.Page.User.Identity.Name property which is get filled by FormsAuthentication.SetAuthCookie or once user get logged in create GenericIdentity and assign to System.Web.UI.Page.User.Identity. So you dont need Session to store that infor, it will be added in Identity.
Hope this helps