when to use EnableSession = true i.e. [WebMethod(EnableSession = true)] in Web Service

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ASP.NET

webservice

I am using CascadingDropDown control of Ajax to bind DDL country and depending on selection of country bind another DDL State.
In Web Services is:-
[WebMethod]
public CascadingDropDownNameValue[] GetCountryCDD()
{
List<string> names = new List<string>();
string str = @"select * from (select 0 tID, '<--Select-->' Name union SELECT tID, Name FROM M_Country) AS T ORDER BY Name";
DataTable dt = new DataTable();
dt = SQL_DBCS.ExecuteDataTable(str);

List<cascadingdropdownnamevalue> CountryDet = new List<cascadingdropdownnamevalue>();
foreach (DataRow dtrow in dt.Rows)
{
string EcCountryId = dtrow["tID"].ToString();
string EcCountry = dtrow["Name"].ToString();
CountryDet.Add(new CascadingDropDownNameValue(EcCountry, EcCountryId));
}
return CountryDet.ToArray();

}

AND


[WebMethod]
public CascadingDropDownNameValue[] GetStateCDD(string knownCategoryValues, string category)
{

String countryID;
StringDictionary CountryDic = AjaxControlToolkit.CascadingDropDown.ParseKnownCategoryValuesString(knownCategoryValues);
countryID = Convert.ToString(CountryDic["C"]);

string str = @"select * from (select 0 tID, '<--Select-->' Name union SELECT tID, Name FROM M_State WHERE CountryID=" + countryID + ") AS T ORDER BY Name";
DataTable dt = new DataTable();
dt = SQL_DBCS.ExecuteDataTable(str);

List<cascadingdropdownnamevalue> Statedetails = new List<cascadingdropdownnamevalue>();
foreach (DataRow dtrow in dt.Rows)
{
string EcStateId = dtrow["tID"].ToString();
string EcState = dtrow["Name"].ToString();
Statedetails.Add(new CascadingDropDownNameValue(EcState, EcStateId));
}
return Statedetails.ToArray();
}

This is working as desired. But I want to know when to use EnableSession = true. what is harm in not using it.