How do you think a session could possibly use such object? Here is a hint: the object should be serializeable. I believe that if you learn session state topics and pay attention to this aspect, you will find the right way by yourself.
Please look at this page and pay attention for "Note:", first one, counting from the top of page:
http://msdn.microsoft.com/en-us/library/ms178581%28v=vs.100%29.aspx[
^].
—SA