Google app engine Endpoint and HTTP Sessions

I'm deploying an application in Google App Engine and I'm also using the Cloud Endpoint feature for REst call.

I use a custom domain to point on my application. As you probably know, Endpoint doesn't support custom domain. So my situation is this:

1. I open the page http://www.example.org


2. I do an ajax request to an Endpoint like http://ift.tt/1DX3vMx

Now the problem is: Everytime I do an ajax request to an Endpoint, a new Session is created!! How can I keep the session between requests? I inspected the responses from Endpoint, and I didn't find any reference to session cookie...