The Global.asax file is in the root application directory. While Visual Studio .NET automatically inserts it in all new ASP.NET projects, it's actually an optional file. It's okay to delete it?if you aren't using it. The .asax file extension signals that it's an application file rather than an ASP.NET file that uses aspx. The Global.asax file is configured so that any direct HTTP request (via URL) is rejected automatically, so users cannot download or view its contents. The ASP.NET page framework recognizes automatically any changes that are made to the Global.asax file. The framework reboots the application, which includes closing all browser sessions, flushes all state information, and restarts the application domain.
The global asax is very important. Sometimes you want that some code will be executed once the application is started, sometimes you want to execute some code for a particular session and not for anotherhttp://en.wikipedia.org/wiki/Global.asax