You can either set the session timeout value programmatically via ASP using:
Session.Timeout = 15 ' number of minutes
or, to set the default globally for your account, via your Microsoft IIS 5.0 Internet Service Manager (HTML) referenced in your welcome letter. Simply click Properties on the left, and then Home Directory, and then the Configure... button on the right under application settings. The first page in the popup window has a check box labeled "Enable session state", and then the session timeout default under that. Be sure to click "OK" at the bottom after making any changes.