IIS 7 :no Cookie data in http request

I have just upgraded from IIS 6 to IIS 7.I analysed the http requests via fiddler and found that my http request does not contain a jsessionID returned by response.
For a request ,a new jsessionId is returned each time in the response.The same jsessionId returned in the first response should be carried forward in all subsequent requests but the requests do not have a jsessioniD or any cookie data

Due to this I get null parameters in my session.
Can anyone please help me ?Is there any seting I need to setup cookie data in IIS 7.

I am using windows server 2008,IIS 7.0 and Weblogic 10.3.5.

This problem was not there before upgrading and I get the cookie data in the request with IIS 6 and windows server 2003.

Thanks,