Keeping server-side object alive

[Liam]

I'm trying to wrap a protocol behind a web service, the problem is that
part of this protocol involves a thread that waits for asynchronous
events and replies to commands - one of those events is to indicate if
you have successfully logged on.

This thread needs to run for the lifetime of the session. I can keep
the object alive, but as soon as the startup/login web method ends the
event thread dies with it so I don't get any more messages.

Is there a way to keep an object alive with threads running in a web
service or will I have to start looking into remoting (or any other
solution appreciated!).

--Liam.