When we implemented claim based authorization in LitwareHR, we had to write a lot of code and play with non-trivial configurations (LitwarehR includes 2 STS and all the supporting infrastructure for securing the web services and the callers to them).
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Read the complete post at http://blogs.msdn.com/eugeniop/archive/2008/07/10/claim-based-security-made-easy.aspx