There's documentation on the codeplex project site HTTP://dnnauthad.codeplex.com. The area you're concerned with running under the integrated pipeline. Also, there is an issue with auto login and I've posted a work around in the pinned post at the top of this forum.

I'm going to try to help with both your posts (this one and the one in the Upgrading forum but I can't guarantee anything.

1.) What authentication mode do you have in your web.config? Forms or WIndows? I know some people have see that before but it's been a long while and I can't remember if using impersonation in the web.config fixed it or not for sure but I think it did.
2.) When you moved the files to the new server did you copy/paste, cut/paste, some other way?
3.) Depending on #2 did you double check the permissions on the directory? For IIS 7.x modify permissions are required for the AppPool. I'm just wondering if when you moved the site if permissions didn't get messed up and not knowing what server you were running on before is why I mentioned the AppPool permission (I forget about it every time I setup a new install)
4.) The last one is have you tried removing the AD provider out of the equation to verify if it's causing the problem with the access denied on pages.

I get the impression from your other post that you are getting logged in but your username isn't showing up. An easy way to test whether it's hitting WindowsSignin.aspx or not (which is what generates the auto-login) is to either check your IIS logs or to use a program like Fiddler that'll give you a listing of everything that happens when you go to a website.