You would need to change the Session mode from "InProc" to either StateServer or SqlServer.

For an overview of Session State modes, see this article:  http://msdn.microsoft.com/en-us/library/ms178586.aspx

For a session state server, check out Windows Server AppFabric, a high-performance in-memory cache that also can serve as a Session State Provider for ASP.NET:  http://msdn.microsoft.com/en-us/windowsserver/ee695849