Masked forwarding does not work...

I am using my own server for hosting a website. Code is developed using ASP

Runner 4.0
Here is the issue:

1. When I use standard redirection from the domain registration company to my machine (in my
   
   case it is yahoo) eveything works fine. I can login and do anything with the
   
   database from web. But using this approach my machine's IP address shows up in
   
   the address window. I do not want this.
   
2. Yahoo have another option "called masked forwarding". If use this option so
   
   people do not see my machine's IP. Instead they will see my website name in the
   
   address window. This is what I want.
   Problem:
   The 2nd option does not work properly. The login works fine and I can login
   
   perectly Ok (my default pages is login.asp) and I tried printing Session("UserId") in login.asp and it prints
   
   correct user Id.
   After login when server tries to load menu.asp it does not find Session("UserId") so takes me back to login page. Somehow Session("UserId") get lost after login. I tried printing Session("UserId") in menu.asp page, it prints nothing/blank.
   Please let me know what i should to resolve this issue. Thakns in advance.
   gnabi