Where Session stores the value

Cookies saves at client side.
And by default, session state values and information are stored in memory within the ASP.NET process. One alternative is to store session data in a state server, which keeps session data in a separate process and retains it if the ASP.NET application is shut down and restarted. Another alternative is to store session data in a SQL Server database, where it can be shared by multiple Web servers.
for more follow this :
http://msdn.microsoft.com/en-us/library/ms178587.aspx[^]
Hope this will help you.
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Dear Sr " Ithink that the Solution is The Session variables are stored at the Server and you use Application state, Session state .
and Cookies are stored at the Client.

with my regardes

There are two types of state managment technique
1. client side
2. server side

1. Server side state managment technique are more safe than client side technique
2. server side includes : Application state, Session state etc.
3. Client side includes : Query String, Cookies, hidden fields, viewstate etc.

for more detail check, StateManagement Suggestions : A Beginner's View[^]

Session variables are stored at the Server.:)