Why am I getting two different session ID's?

[hxc98]

I have a web farm consisting of multiple servers running exactly the
same asp.net application, with names like www1.domain.com,
www2.domain.com, through wwwn.domain.com. When I visit www1, I could be
brought to www2 by clicking one of the links on the page. But after the
transfer to www2, I got a new session ID and could not recover
whatever I saved when I was on www1. I can actually see the new entry
added in the database for the new session. Session worked OK across
pages if I stay on the same server. I'm using SQl server session state,
here is what I have done,

1. Modified web.config, specifying sql server session state, and set up
a sql server for that purpose,

2. Used the same machine key section in web.config across all web
servers,

3. Changed application path on all servers to the same path,

Any suggestions? Help!

[bhavikkgandhi]

I am new to the web farm scence and would need your help on point 3
(Changed application path on all servers to the same path). Can you
please tell me the step needed to change the application path.

thanks