FIX: ASP Session_OnEnd issue with W2k3 SP2
If you are encountering ASP Session _OnEnd() issue after installing Service Pack 2 for Windows Server 2003, you can contact Microsoft for the hotfix. Refer
FIX: The Session_OnEnd() event is not raised in ASP Web applications as expected after you install Windows Server 2003 with Service Pack 2
http://support.microsoft.com/?id=934903
And hotfix is free, just ring up Microsoft PSS and provide your detail.