losing session when switching between HTTPS and HTTP

I am using partially secured pages ( SSL). Now the problem is when I am switching between HTTPS and HTTP, I am losing my session. I tried storing session in  Sql Server Database, its still not working.   I am using just ONE web server and all pages are in single application.I am using Sql server 2008 , IIS 7.0, C#.Net 3.5  I created a self signed test certificate to test my application.
I understand that I am losing my session because my urls are changing with https and http but there has to be someway to overcome this problem. I dont want to put unnecessary load on pages which do not have sensitive data by using https.
Please do help
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