Keith wrote a good intro to the identity model APIs in .NET 3.0 here. Recommended.

A lot of people think that System.IdentityModel is somehow tied to WCF – this is not the case – it is a general API which happens to be nicely integrated into WCF – but you can use it in arbitrary applications – try this to get you started:

WindowsClaimSet windows =
  new WindowsClaimSet (WindowsIdentity.GetCurrent());

Have fun!