You can set your site to 'runAllManagedModulesForAllRequests', just follow the instructions below to do it:
1. backup your web.config
2. Open your web.config in a text editor
3. Find the <system.webserver><modules> section in the web.config file .
4. If the <modules> section says <modules runAllManagedModulesForAllRequests="false"> change it to <modules runAllManagedModulesForAllRequests="true">
OR
if it just says <modules>, change it to <modules runAllManagedModulesForAllRequests="true">
5. Save the config file.
6. Refreshing your dnn site and it should be fine.