um, as far as i know it still exists. i use it when i use forms auth all the time.
if VS2005 took it out, thank golly gosh i never used a tool like that!
be sure you are importing System.Web and System.Web.Security
if you are doing windows auth, that wont help you anyway, you'll need System.Security.Principal.WindowsIdentity
other possibilities, are HTTPContext.User.Identity.Name...
if mbrios post worked, you left out the Inherits System.Web.UI.Page i think.