I am in a similar situation with SUN Identity Manager.
For the moment I got an idea from a blog about SSO using NTLM:
The trick is the autoLogin-Method which checks the context. Then you can preset the identity. It is automatically called if the user is not logged in.
A servlet filter puts the info about the user into the context.
I did not have the time to try it till now but maybe this info will help you.
Wow, thanks Dietmar, this was a big help! If I make any progress on this with SiteMinder, I'll share my findings.