SOLUCIÓN QUE COMPARTO CON TODOS:
En dominio principal http://www.miweb.com/index.aspx
Dim multicookie As HttpCookie = New HttpCookie("MiMulticookie")
multicookie.Values.Add("IDUser", Session("IDUser"))
multicookie.Values.Add("IDOtroDato", Session("Cualquiera"))
multicookie.Domain = ".miweb.com"
Response.Cookies.Add(multicookie)
Dim newurl As String =
http://2005.miweb.com/prueba.aspx
RegisterStartupScript("redirige", "<script language='JavaScript'>parent.location.href='" & newurl & "'</script>")
En el subdominio principal http://2005.miweb.com/prueba.aspx Try
Dim getmulticcokie As HttpCookie = Request.Cookies.Get("MiMulticookie")
Session("IDUser") = getmulticcokie.Values.Get("IDUser")
Session("IDOtroDato") = getmulticcokie.Values.Get("IDOtroDato")
Catch ex As Exception
Response.Redirect("login.aspx", True)
EndTry