This topic is widely discussed on the wiki, in community blogs, and here in the forums. It is not a simple answer. You're going to need a Single-Sign On provider (here's one) and you're going to need to do some configuration work on the Alfresco side.
Take a look at some of these links, decide which SSO provider you are going to use, try to follow the steps of those that have done it before, and then come back with a new topic if you have specific problems getting it to work.