Hi Robert!
What you need to do is somewhat advanced. It doesn't involve the overriding of the user bundle's controller, but rather the introduction of a custom authentication listener. You see, the user bundle's controller doesn't actually handle the authentication (it just renders the form). Instead, there are layers in Symfony - called authentication listeners - that watch for incoming requests, and actually handle the authentication process. Your custom authentication listener would go out to your API, verify the user, and if the user were legit, would use the FOSUserBundle's user manager to fetch the user from the database (or create a new user).
Good luck!
Ryan Weaver
US Office Head & Trainer - KnpLabs - Nashville, TN
http://www.knplabs.comhttp://www.thatsquality.com
Twitter: @weaverryan