You can't do it with consumer grade equipment.
Usually it's done in that your MAC address, when it first appears on network, is checked against a database. If you are not in the database, your web request will automatically be forwarded to a web page for authentication. The router in the network usually takes care of this.
Once you have authenticated, your MAC addresses is added into the database and you are then allowed to browse freely.
My network device at home is a Netscreen 5GT Wireless. It's enterprise grade and it has this feature built into it. It just depends on what your wireless device is, but most home gear doesn't have this capability.
I'm sure you can do something like this with a linux/freebsd box in the network though, just your wireless device acting as the layer2 connectivity and all layer3 traffic sent to the *nix box. |