Claudio,
For small scenarios, it may works fine. But, don´t forget that Sessions for traditional ASP are not scalable because they´re just known on the server where it´s running. If your application grows and need more servers, it´ll be broken.

I'm just a small boy from a small country ;-) Small solutions would be much more than I have now. What I have in mind is not ASP. I want to use webservices as a means of exchanging data between (distributed) applications. I am doing this with great success using Rick Strahl's WConnect. With WebServices I can now implement easy office to offic communication.

Still I think it's a matter of programming things. Even with a scaled application. I would have a session table that is accessible from all webServers. Once a user logs in, an entry is created with specific customer data (discount, nickName, last option used, ....) and a uniqe SessionID. The sessionID is passed back to the client and from then on will be coming back with every succeeding request. All the server (whichever gets it) will have to do is grab the sessionID and search for the matching record in the SeessionTable.