The following steps describe how to run the InstallSqlState.sql script files to configure SQL Server mode session state management.
In SQL Query Analyzer, on the File menu, click Open.
In the Open Query File dialog box, browse to the InstallSqlState.sql script file, and then click Open. By default, InstallSqlState.sql is located in one of the following folders:
After InstallSqlState.sql opens in SQL Query Analyzer, click Execute on the Query menu to run the script.
I had followed this procedure and it worked well!!