If you just want to embed login screens, you might be able to do that with Iframes. But if you actually want to automate the logins, then I do not know if it is possible, I've never tried. However, as no one else has replied, here are my thoughts...
One way of doing this depends on whether these sites are designed to take the login details as GET or POST variables. E.g. GET variables are added to the URL like:
http://www.site.com?login=username&password=password
If so, you will need to know the exact format, which is simple with GET variables, but with POST ones you would really need documentation from the site. Indeed that is where you should probably start anyway. Assuming you have the relevant documentation, you can either prompt for the input of these parameters, or store them in a cookie. You will need to use PHP or JavaScript to read/write a cookie.
Hopefully that will give you an idea.
