Hay una herramienta que sacó Microsoft para el problema de los exploradores viejos que no soportan cookies y de los que las tienen habilitadas pero la verdad que no la usé nunca, yo me fijo si las tiene habilitadas con:
<%
Set cliente=Server.CreateObject("MSWC.BrowserType")
if cliente.Cookies = false then
response.Write("Habilite las cookies para poder navegar en el sitio")
response.end
%>
y si no las habilita que se vaya a otro sitio, pero si te interesa el tema te dejo el articulo para que lo investigues.
Since browsers predating the HTML 2.0 standard do not support cookies, cookie-enabled sites will not be able to provide cookies to users with older browsers. To solve this problem, Microsoft created a utility called the Cookie Munger to provide cookie support for browsers that do not support cookies or have cookies turned off. (Find it at
http://www.microsoft.com/windows/downloads
/contents/admintools/iiscookiemunger/default.asp.) You can use this kind of utility to extend cookie support in your customer base.
Cookie Munger is an ISAPI filter that munges outgoing HTML and incoming HTTP transactions to simulate cookies and maintain session state. Since Active Server Pages uses the ASPSESSIONID cookie for session state, the ASP engine expects the browser to send this cookie with HTTP requests. If the ASPSESSIONID cookie is not sent, ASP cannot tell user sessions apart and therefore cannot reliably update the Session object.
The Cookie Munger operates by accepting client HTTP requests for a particular URL. If the headers of the request contain a "Cookie: ASPSESSIONID=xxx" header, the Munger records the ASPSESSIONID. If the URL contains an encoded ASPSESSIONID, the filter generates a Cookie header and removes the ASPSESSIONID from the URL. So when the ASP serves a page, the Cookie Munger replaces Set-Cookie headers with ASPSESSIONIDs and "munges" any local URLs embedded in the page.
The Cookie Munger facilitates cookie use across multiple browsers, which in turn means a wider customer base. Keep in mind, though, that this utility might affect the performance of your Web server. As a filter, the Cookie Munger intercepts all HTTP requests and filters all outgoing ASP data. The filter does not let you configure for a per-browser basis or on a per-user basis.
Problema con "Session" 
