Sorry but you can't just add SiteLogin control to a master page and expect it to work, it wasn't designed for that. You will have to figure out how to make it work yourself. I would suggest as a first step that you create a UserControl and put the SiteLogin control in the UserControl and put the UserControl in your master page. I'm not saying that will make it work but thats what I would do if I was trying to get it to work. I might also try using it inside an UpdatePanel inside the UserControl.
The biggest problems I see with trying to have the login on every page is SSL. If you have an SSL certificate mojoPortal is designed to force use of it on the login page, you would probably want to force use of SSL on all pages in the site from site settings if you put the login control on every page. Thats why I think its better to just link to the login page.