What do you mean by authentication?
A brief summary of the installation process should clarify what has happened and how to enter your username and password.
Normally you install from the live CD you created in Windows or whatever OS you started out with. To install you boot the live CD and--assuming you want to keep your other OS and files--tell it to install alongside other operating systems.
Alternatively, you might run the Wubi installer, which installs Ubuntu to a disk image file inside the existing Windows partition. This also keeps the Windows system.
I'm not sure which way you insatlled. But either way, during installation, it asks you to create a username and password, copies files, and restarts. You then get a boot menu where you can select between Ubuntu and Windows. To use Ubuntu, select it, and once it has booted, type in the user name and password your gave it when you set it up.
If you don't remember the username and password you put in when you installed, or if the username and password you installed with are not working, then we'll need to know whether you booted from a CD/DVD/USB to install Ubuntu or installed Ubuntu inside Windows with Wubi--the way you'd fix it will be different in each case.
If the problem is that your username and password are now rejected when you try to log on to your Windows system, that's very strange, and you should provide a more detailed description of exactly what you're seeing. If this was triggered by installing Ubuntu, that's quite unusual.