You have set anonymous users to ‘allowed’, and assigned them a userrole, probably ‘Anonymous’. In doing so you allow them to roam your application and use all functions that you allow that role to do. So you need not assign the login-page as homepage, instead, you create an option for anonymous users to go to the login-page by their own choice. Most common option is to add a Log-in button in the navigation:
Adil,
Have you set both the Authentication page and Home page in the Navigation settings?