Am I supposed to directly modify User models in auth modules in frameworks?
The latter: build a model with a one to one relationship to the User.  Don't modify the django one directly or you'll likely run into trouble sooner or later.  The django team won't be taking your changes into account after all and you could be adversely impacted if any internal changes are made.  (Though you needn't worry about compatibility with the external interface to your own application.)
I am new to using Frameworks for web development and I have noticed that frameworks like django, turbogears etc come with auth packages which contains user models. Am I supposed to directly modify these and use them as my User models or am I supposed to associate my own user models to these and use them just for authentication?