In the sessionstate element of web.config for your app,
specify the mode as sqlserver. In addition to this, do the
following:

1. Run InstallSqlState.sql (installed by default in
<Drive>:\WINNT\Microsoft.NET\Framework\v1.0.2914 ) on the
machine with SQL Server that will store the session state.
This creates a database called ASPState with new stored
procedures and ASPStateTempApplications and
ASPStateTempSessions tables in the TempDB database.

2. Set the sqlConnectionString attribute. For example,
sqlConnectionString="data source=sarath;user
id=sa;password=MyPassword".

for more help refer...

ms-
help://MS.VSCC/MS.MSDNVS/cpgenref/html/gngrfsessionstatesec
tion.htm
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