how do I go about calling Credentials.SetCredentials () from a web page?
  I've tried the obvious way, and I get the error "Error in the
application", with the LastErrorCode of
SSOReturnCodes.SSO_E_CANARY_VALIDATION_FAILURE and the stack trace:

Microsoft.SharePoint.Portal.SingleSignon.SingleSignonException: Error in
the application.
    at Microsoft.SharePoint.Portal.SingleSignon.SSOCanaryChecker.b()
    at Microsoft.SharePoint.Portal.SingleSignon.SSOCanaryChecker.b()
    at
Microsoft.SharePoint.Portal.SingleSignon.Credentials.SetCredentials(UInt32
ui32Flags, String strApplicationName, Object[] Args)
    at
MyApplication.Web.Clients.SharePoint.MyApplicationCredentials.butSave_Click (Object
sender, EventArgs e)

The line that throws the exception is:

Credentials.SetCredentials (1, "MyApplication", new string []
{tbUsername.Text, tbPassword.Text});

Everything else checks out - the username and password controls exist
and have values, the MyApplication app definition exists etc.  There
really is no interesting code around the page.

The web form itself has a sharepoint:formdigest tag on it, by the way,
but that didn't change the behaviour - the error occurs either way.

I'm guessing that there's something I need to do to provide the proper
context for running the method, but I don't know what it is.  Is it an
impersonation?  Do I need to add a canary (whatever that means)?

Any thoughts or ideas?

                        Geoff