This article at Microsoft provides detailed analysis of different modes that can be used to store states: http://msdn.microsoft.com/en-us/library/ms972429.aspx

In short, you can use "in-proc" for the simplest method which will store the sessions inside the memory of your application. However, app pools on our shared services (we offer a dedicated app pool for each website) are limited to a certain amount of memory outlined here: https://support.arvixe.com/index.php?/Knowledgebase/Article/View/138/0/imposed-memory-limit-in-windows-servers

To get around that limitation, we suggest using the "out-of-process" mode. To do this, the string will be changed to something like this in the web.config:

<configuration>

  <system.web>

  <sessionState mode="StateServer" cookieless="false" timeout="20" /> 

  </system.web>

</configuration>

After changing sessionState to StateServer, we recommend creating a key. Visit this URL: http://aspnetresources.com/tools/machineKey , use it to generate a key and insert it between the <sessionState> and </system.web> tags like so:

<system.web>

        <sessionState mode="StateServer" stateNetworkTimeout="600" />

<machineKey decryptionKey="1FB9CFB57F1B2E5E1F257BA,IsolateApps" validationKey="0AF99CB33B4E213F432C8CB6F5DF6907,IsolateApps" />

</system.web>

If switching to StateServer is giving you an error, the asp net service may need to be turned on at the server level. Please contact support. For further explanation on what the above tags mean, please refer to the Microsoft post at the start of this post. It is also possible your application does not support session state -- refer to the developer(s) of your script to confirm.

Forum posts that can help:

http://forum.arvixe.com/smf/general/increasing-session-timeout/ - 

http://forum.arvixe.com/smf/general/asp-net-forms-authentication-premature-timeouts/