Example For A VB Application Creating Multiple ASP Sessions?

We have an IIS+ASP based application server that is capable of providing
complex reports to hundreds of users but in some circumstances these reports
can take a long time to create. However the data for the report is cached
so subsequent calls to view the same report come back with a sub-second
response time.

In order to make use of this caching we pre-prepare some of the reports by
getting back a list of potential users from the server and then executing
reports on their behalf. When the real users log in the report is served
from the cache.

I wrote the warm caching application using VB6 and it uses XMLHTTP requests
to execute the reports. However because ASP serializes the requests to the
server the application can only have a single session open with the server.
To get round this I spawn multiple instances of the application, each
instance then has its own ASP session and the server is loaded more
efficiently.

The question is how can I create multiple ASP sessions from within a single
VB application and have each session handle its own XMLHTTP requests? Its
obviously possible as MACT, OpenSTA and LoadRunner all achieve it.