Try adding the following attributes to your Service class which implements IMyService.
eg:
[ServiceContract(SessionMode=SessionMode.Required)]
public interface IMyService
{
}
[ServiceBehavior(InstanceContextMode = InstanceContextMode.PerSession)]
public class MyService: IMyService
{
.
.
}
you can change the Instance context mode on your choice read
here[
^] for more