although this email may not get attached to the right thread... Alex - I've actually implemented just such a way of appending sessionID information to an HTTP header so that the session is maintained across different calls (even different transports). It basically involves passing back a sessionid to the client that adds it as a paramter in every subsequent call....
i've got a detailed description at http://www.braverock.com:7001/CHWeb (it may seem very slow but that's the machine speed...) good luck sal