I was able to configure it under DNN 4.3.2 and CS 2.0

On the dnn side in the signin.aspx.vb

Add to the Private Sub cmdLogin_Click ...

Else 'Login Success
   If loginStatus = UserLoginStatus.LOGIN_SUCCESS Then
      Dim strUserID As String
      Dim strEmail As String
      strEmail = objUser.Membership.Email.ToString
      strUserID = txtUsername.Text
      Response.Cookies("CSUser")("username") = strUserID
      Response.Cookies("ICVUser")("emailAddress") = strEmail
   End If
   UserAuthorized(objUser, False) 'make sure this runs after your custom cookie or it will not be created.
End If

On the CS 2.0 side purchase the CustomAuthentication Add-On and configure to the help file settings.

Bryan