FSP has a recent post here regarding students introducing themselves when they start presentations. She dislikes them. And so does most of the commentariat.
This is a little strange to me. When I was in grad school, I gave a bunch of presentations, and I really couldn't tell you if I started out by saying, "Hi, I'm Short Geologist, a student at X". I probably did. Not because I was angling for a job (that's what the conference networking is for) or because I was hoping to that the audience would go easy on me (hey, this presentation got accepted, and I've got interesting things to discuss! What's to be afraid of?) but because that's how I generally introduced myself at conferences.
I don't really see what a big deal it is. If you're not formally introduced, it makes sense to give the audience some context as to where you're coming from. Are you from a think tank? A federal agency? Academia? Industry? And besides, part of the point of the presentation is to publicize whatever institution is supporting your awesome research (even if it's just the institution that's paying your salary).
I agree that it would be a little strange to go into the nitty-gritty ("I've been working on my thesis for two years now, and I'd really like to wrap things up and be paid an actual salary"), but a one-sentence introduction that mentions you're a student seems completely reasonable.