Typical DNN skin has LOGIN skin object which contains links to login and register.

But I would like to have in a header of a main page not links but the login form. What is more it should be custom login system. How to accomplish such task? I tried something like:

<%@ Register TagPrefix="dnn" TagName="LOGINFORM" Src="~/DesktopModules/AuthenticationServices/MYLOGINSYSTEM/Login.ascx" %>

But it didn't work (authentication was always negative)

In Login.ascx?

First, what custom authentication are you looking for?  Or is it just a custom login page and not the entire authentication system?

Second, do I understand you want the login/passw2ord dialog boxes in your skin?  If so, you'll need to write some code for that.  You can pull a lot of it from the login.ascx control source.

Jeff