Most likely your problem is that you are not using the right function. Global.asa needs a sub called Sub Application_OnStart. It must be written in VBS, but you can have it call JS functions. Then whatever object you put into your application collection should be available to your other asp files.
If this is not the case, perhaps you should make sure your server is running WinSomething with IIS for the server. I do not think ChilliASP uses Global.asa, but I would not know since I never touch the stuff myself.