Support for ASP.NET must be installed (below is an image that shows this in Windows 2008 Server Manager), and the ASP.NET State Service must be running. This applies to Windows 2008 Server 32 bits and 64 bits.
In Windows
NOTE: If you don’t have the service installed, follow the steps indicated
here.
"...In the Add or remove programs, click on Add or remove Windows components..."
The image below shows where this service is located:
NOTE: If the service is installed and you still can’t see it in the list of services, it may be due to this Microsoft bug: http://support.microsoft.com/kb/911720
(compatibility issue in 64-bit machines).