Designate a relational database as the session store.

Data tab of SiteMinder Policy Server Management Console

Policy Server Management guide

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

Run the Authenticated User's Security Context check box on the Credentials and Connection tab of the SiteMinder User Directory dialog

User Directories in the Policy Design guide

Associate one of the Supported Authentication Schemes with each realm

Resources tab of the Realms Properties dialog

Grouping Resources in Realms in the Policy Design guide

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

Session tab of the Realms Properties dialog

Grouping Resources in Realms in the Policy Design guide

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

Agent Configuration Object or WebAgent.conf

Web Agent Guide