Method 1:- (Without forcefully passing cookies through code)
In your ASMX web config add aspNetCompatibilityEnabled="true" and set AllowCookies=false
In your ServiceReferences.ClientConfig add AllowCookieContainer=true
Method 2:- (Passing cookies around via code)
In your ASMX web config set AllowCookies=true In your ServiceReferences.ClientConfig add AllowCookieContainer=true and you can set
client.CookieContainer=yourCookieContainerVariable
and pass along this 'yourCookieContainerVariable' to next service call.
This method is particularly useful when you have a separate url for your authenticationa nd other business functions
As depicted in : http://www.kotancode.com/2010/08/06/aspnet-authentication-wp7/