in reply to HTTP POST the hard way or (IIS grrrrr..)
Nine times out of ten the session is handled via a cookie. If I remember my ASP its just a lookup for the session object on the server where the real data is.
As you haven't posted your code I'll have to assume that my assumption is true :P. That being the case, you'll need to modify your code to accept cookies and store them in a cookie jar.
Take a look at the cookie reference in the lwp cookbook which should be part of your standard distribution for how to do this.
HTH - if I'm off the mark, please post some of your code and I'll have another try :)
Simon