How to Handle the Session in Apache HttpClient 4.1

The correct way is to prepare a CookieStore which you need to set in the HttpContext which you in turn pass on every HttpClient#execute() call.

HttpClient httpClient = new DefaultHttpClient();
CookieStore cookieStore = new BasicCookieStore();
HttpContext httpContext = new BasicHttpContext();
httpContext.setAttribute(HttpClientContext.COOKIE_STORE, cookieStore);
// ...

HttpResponse response1 = httpClient.execute(method1, httpContext);
// ...

HttpResponse response2 = httpClient.execute(method2, httpContext);
// ...