Update: here's what I finally did. In the WebHandler, at the p_web._SendFile embed, I check for any call to IndexPage (the opening page). If the call is not an internal call from my menu (for which I have added a parameter used as a flag), I assume it is a new user. If it is, I check for any cookies that indicate an autologin. If they exist and I validate them, I proceed with the autologin and then redirect the user to the page I want; otherwise I let the IndexPage call continue unchanged.
Regards,
Mark