Enable Session State Service in SharePoint 2010

1. Run this in PowerShell: Enable-SPSessionStateService -DefaultProvision
2. For each web application you wish to use the service open the web.config file, locate the Pages element and set enableSessionState="true" ... (and yes this is required - you get a System.AccessViolationException error if you don't)

More info: http://blogs.msdn.com/b/markarend/archive/2010/05/27/using-session-state-in-sharepoint-2010.aspx