Here is a detailed documentation about Single Sign On between Sitefintiy and third party applications: http://www.sitefinity.com/blogs/svetlayankova/posts/svetla-yankovas-blog/2013/05/28/single-sign-on-between-sitefinity-and-3rd-party-applications-part-1---the-basics
That should provide a good guidance on how to make the integration.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items