How to add specific information in url

[eluser]walrus_lt[/eluser]
Hello, how i could add specific information in url. In this case it's session id;
I would like to have url's like http://myurl.com/AsCf).4:(sd7F2/controller/page/segment;
Is it possible? How to make these urls in easest way?
I make wap site, and many mobile phones and wap emulators does'nt like cookies, so i need to make my site work for everone, i would apprecate your help;