As usuall I find my answer 20min after posting my question when I already searched for 4 hours :P
In order to use cross domain wcf service with sessions enabled you have to specify a wshttpbinding binding configuration the the server side with the security mode set to "none" :
xml Code:
<wsHttpBinding>
<binding name="wsHttpBindingConfiguration">
<security mode="None" />
<reliableSession enabled="true" />
</binding>
</wsHttpBinding>
You also need this attribute in you service interface and the second one in the service class :
c# Code:
[ServiceContract(SessionMode=SessionMode.Required)]
c# Code:
[ServiceBehavior(InstanceContextMode = InstanceContextMode.PerSession, ConcurrencyMode = ConcurrencyMode.Single)]