I was wondering how to make my webpages protected from third party aplications reading my site? The page is login-protected but that I suppose is not protection enough if there's a valid session.
Please define "protect" or it would be even better if you could explain why would you need such "protection".

How the information is presented to the visitor?
How visitors navigate between web pages?
How much users do you have and who they are?

To give you a practical advice we need to know more about your web app,
because giving away simple-with-no-prior-knowledge suggestions like these:

1.Putting a 30-seconds delay every time user navigate from
one page to another.
2.Adding a CAPTCHA test on each page (even if there's a valid session)

unlikely to help you.

And by the way... is there a .NET equivalent to a applet?
No. To my best knowlege the closest thing you could get is Windows Forms controls hosted inside Internet Explorer.