The site uses a so called session cookie: ASP.NET_SessionId. The cookie is used to store passwords for the site while browsing.
A cookie is a small text file sent from our web server and stored by your browser. There are two types of cookies, regular cookies and session cookies. Session cookies are deleted when you close your browser, while ordinary cookies remains on your computer for a set period of time.
If you don't want to accept cookies, your browser can be set to automatically deny the storage of cookies or inform you every time a website asks to store a cookie. The browser can also delete previously stored cookies. See your browser's help pages for more information. You can also manually delete cookies from your hard disk drive at any time. If you choose not to accept cookies, some pages will still work, but you will limit functionality of most web pages.