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WebAuth exposes a bug in the Drupal core when used in combination with some Drupal modules, such as Organic Groups and Profile. So if the first time a user logs-in through the WebAuth module they get error messages, but not for subsequent log-ins, this may be the culprit. Ken Sharp has a fix at
https://www.stanford.edu/dept/stucomp/drupal/?q=node/16
(Note that the upcoming version 1.5 of WebAuth Module for Drupal will fix it automagically)