Have you returned the cookie in the response in the login WCF service. In your case you can use this code
public bool Login(string username, string password)
{
if (Membership.ValidateUser(username, password))
{
//FormsAuthentication.SetAuthCookie(username, true);
// what should I do here?
HttpCookie v_Cookie = FormsAuthentication.GetAuthCookie (username,true)
HttpContext.Current.Response.Cookies.Add(v_Cookie);
return true;
}
return false;
}