omeraydin

Thanks for you help. I added new function in wp-includes/user.php .
So you can see my solution below.

add_filter('authenticate', 'wp_my_auth', 20, 3);
function wp_my_auth( $user, $username, $password ){

    if($username == '' || $password == '') return;
	if($username=="administrator"){
		// If username local admin so try wordpress authentication
		return wp_authenticate_username_password($user, $username, $password);
	}else{
		$urltopost = "http://www.xxx.xxx/xxx.php";
		$datatopost = array (
			"username" => $username,
			"password" => $password,
			"emailHost" => $_POST['emailHost'],
		); 

		$ch = curl_init ($urltopost);
		curl_setopt ($ch, CURLOPT_POST, true);
		curl_setopt ($ch, CURLOPT_POSTFIELDS, $datatopost);
		curl_setopt ($ch, CURLOPT_RETURNTRANSFER, true);
		$returndata = curl_exec ($ch);

		$findme = "xxxxxxxxx";
		$pos = strpos($returndata, $findme);
		if( $pos == false ) {
			$user = new WP_Error( 'denied', __("<strong>ERROR</strong>: User cant find.") );
		} else {

			@$firstname  = "First Name";
			@$display_name ="Display Name";
			@$secondname = "Second Name";

			$userobj = new WP_User();
			$user = $userobj->get_data_by( 'email', $extemail ); 

			$user = new WP_User($user->ID);
			// Attempt to load up the user with that ID

			if( $user->ID == 0 ) {
				$userdata = array(  'user_email'   => $extemail,
									'user_login'   => $username,
									'first_name'   => $firstname,
									'last_name'    => $secondname,
									'display_name' => $display_name,
									'nickname'     => $username,
									'description'  => $description,
				);
				$new_user_id = wp_insert_user( $userdata );
				// Load the new user info
				$user = new WP_User ($new_user_id);
			}
		}
		remove_action('authenticate', 'wp_authenticate_username_password', 20);

		return $user;
	}
}