problem in using session

hi

i have this code in my page:

<%
session("user")="CHAKAD"
response.Write(session.SessionID)
%>

and i have this in the second page:(linked to fist page)

<%
response.write (session("user") )
response.Write(session.SessionID)
%>

i test pages in locallhost and they works .but when i send it on web server ,the vaule of  "session("user")"  is empty in second page.

and i recive diffrent sessionids in each page.

web server is iis and session state in enanbled on server.

thx

thx for ur help

i found out where problem is, but i don't know the solution

proxy cause this problem.and i don't know how to use sessions when i have proxy(with username and password)on my  pc.