I believe is just the inavailability to save a persistent state of a session. For example, in old client-server applications you maintain a persistent state of a session until they disconnect. This doesn't happen in most web applications, since each request gets a new connection everytime they want to interact to the db (in general). You could achieve some level of state persistence (?) using, for example, in .net sessions or hidden fields, but the drawback of the latter is the amount of information that is passed from page to page and in the first one the server's ability to manage the memory request it requires.
I believe this does not only apply to .NET alone, but to other web technologies as well.
OK, that is what I thought but I wanted to be sure because .NET does not mean stateless in all cases. For example, you can develop C# client applications that are connected directly to Oracle. Now if we're talking about web apps, as JMartinez stated, this is not a .NET related issue : web apps in general are stateless, so you will have to either use one of the 2 solutions proposed by JMartinez or keep session data within the database (as it is done by Oracle Application Express, for example).
HTH & Regards,
ORA-000TK : No bind variable detected... Shared Pool Alert code 5 - Nuclear query ready .