Failing to connect to Oracle Server in ASP Session_OnEnd

[Agoston Bejo]

In ASP I am using a connection string that works everywhere in the
application, except in Sub Session_OnEnd. There I get the following error
message:

"Requested operation requires an OLE DB Session object, which is not
supported by the current provider."

The connection string is:
"Provider=OraOLEDB.Oracle.1;Data Source=[servername];User
ID=[user];Password=[password];Persist Security Info=True;PLSQLRSet=1;"

The parameters in [] are not quoted here, but they contain valid parameters.

The code is quite simple:

Dim Conn
Set Conn = Server.CreateObject("ADODB.Connection")
Conn.ConnectionString = Application("Connection_String")
'this connection string works everywhere but here
Conn.Open 'ERROR HERE
.....

What may cause this, and how to get around this? It is crucial for me to be
able to perform some cleanup tasks once a session ends.

Thx