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From CodeGuru]
HTTP is a stateless protocol. To allow users save to state information across requests, ASP.NET provides Session storage. The session variables are stored on per-user basis. In ASP classic, you can store session variables only in the Web server's memory. However, this approach proves to be poor in terms of scalability and reliability. In ASP.NET 2.0, however, you can customize the session state store as per your requirement. This article will explore one of the scalable and reliable approaches for storing session variablesSQL Server.
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http://www.codeguru.com/columns/experts/article.php/c11709/