Thanks Phani, This post is helpful to get some idea to implement my requirement. I will Try this.

I have a question, with out adding the activity in User profile, can we modify ApplicationProfieSetup rule and Custom message to throw the error message that user not authenticated(If user is not valid as per my req, will call webservice and validate),in this scenario for which page we might need to add error message?(either pxrequestor or Operator)(.pyErrormessage )