Designate a relational database as the session store.

Data tab of SiteMinder Policy Server Management Console

SiteMinder Policy Server Administration Guide

Enable the user directory containing the Windows users to run the security context.

Use Authenticated User's Security Context check box on the Directory Setup group box on the User Directory pane

User Directories

Associate one of the Supported Authentication Schemes with each realm

Resource group box of the Realm pane

Configure a Realm

Enable persistent sessions for each realm and set a high Validation Enabled Period

Session group box of the Realm pane

Configure a Realm

If your IIS Web server is not in a physically secure location, set insecureserver to YES

Agent Configuration Object or WebAgent.conf

SiteMinder Web Agent Configuration Guide