Step by step information has been given in this article - http://www.question2answer.org/single-sign-on.php Also In the qa-external-users.php file in the qa-external folder there are many examples are available . Follow up with these , definitely you can set it up and running . ###EDIT#####
As suggested by maxjtechno in below comment -
you could give a try to this video . :)
http://www.youtube.com/watch?v=ZWxKXZW01ms
Good Luck :)
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