CookiesLess Authenctication

Lot of companies and people want to exclude cookie usage from their lives. Partly because its said to be insecure, partly because they see no reason to use it. 

Murali has pointed a good video article for you that is 
http://www.asp.net/security/videos/how-to-setup-and-use-cookie-less-authentication-in-an-aspnet-application

You can check this too

http://www.codeproject.com/KB/web-security/cookieless.aspx