session object & application object

Please see:
http://msdn.microsoft.com/en-us/library/ms178581%28v=vs.100%29.aspx[^],
http://msdn.microsoft.com/en-us/library/ms178594%28v=vs.100%29.aspx[^],
http://msdn.microsoft.com/en-us/library/system.web.httpapplication.aspx[^].

You will find enough example in the MSDN documentation referenced above, especially if you follow further links.

—SA