si tengo el controllador AuthenticateController dentro del modulo Default, y dentro de el tengo la clase Default_AuthenticateController extends Zend_Controller_Action
con los action loginAction, logoutAction, estoy viendo todo y la verdad no encontro el problema. 
Pongo el AuthenticateController:  
 Código PHP:
    class Default_AuthenticateController extends Zend_Controller_Action
{
 
    public function init()
    {
        /* Initialize action controller here */
    }
 
    public function  preDispatch() {
            
    }
    public function indexAction()
    {
        
    }
 
    public function loginAction()
    {
        if(Zend_Auth::getInstance()->hasIdentity()){
            $this->_redirect('/index/index');
        }
        
        $request = $this->getRequest();
        $form = new Default_Form_LoginForm();
        if($request->isPost()){
            if($form->isValid($this->_request->getPost())){
                $authAdapter = $this->getAuthAdapter();
                $username = $form->getValue('username');
                $password = $form->getValue('password');
 
                $authAdapter->setIdentity($username)
                            ->setCredential(md5($password));
 
                $auth = Zend_Auth::getInstance();
                $result = $auth->authenticate($authAdapter);
                if($result->isValid()){
                    $identity = $authAdapter->getResultRowObject();
 
                    $authStorage = $auth->getStorage();
                    $authStorage->write($identity);
 
                    $this->_redirect('index/index');
                }  else {
                    $this->view->errorMessage="Usuario o Paswword Incorrectos";
                    
                }
            }
        }
        $this->view->form = $form;
        
    }
 
    public function logoutAction()
    {
        Zend_Auth::getInstance()->clearIdentity();
        $this->_redirect('/authenticate/login');
    }
 
    private function getAuthAdapter(){
        $authAdapter = new Zend_Auth_Adapter_DbTable(Zend_Db_Table::getDefaultAdapter());
        $authAdapter->setTableName('user')
                   ->setIdentityColumn('user_name')
                ->setCredentialColumn('user_password');
 
        return $authAdapter;
    }
 
 
}