You could run a modal dialog asking for credentials before entering the main loop
static void Main()
{
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
bool validated = false;
using(frmLogin fLogin = new frmLogin())
{
if(fLogin.ShowDialog() == DialogResult.OK)
validated = true;
}
if(validated)
Application.Run(new Main());
else
MessageBox.Show("Bye");
}