I cannot help wondering how people can ask this weird question again and again.
Windows or any other applications other then Web application never need session support. Sessions were created for Web application only due to extremely limiting character of such applications: the HTTP protocol is
stateless, and the whole lifetime of the application is spanned between an HTTP request and HTTP response. You probably develop some Web application (otherwise you would not ask such question), but I cannot believe you
really understand how it works.
"Normal" (not Web applications) do not have this draconian limitation, so they don't need sessions.
However, it is very likely that you question is related to something very different from sessions. It might be about
transactions. You need to learn what it is. Please see:
http://en.wikipedia.org/wiki/Transaction_processing[
^],
http://en.wikipedia.org/wiki/Database_transaction[
^],
http://en.wikipedia.org/wiki/Atomic_transaction[
^].
Please read it. Starting to catch the idea?
—SA