This post shows how to  use a Global.asax file in the proper way in ASP.NET 2.0. The following example was created using C#.

//1- Put this in a Global.asax file in your web application root path:
<%@ Application Language="C#" CodeBehind="Global.asax.cs" Inherits="Global"%>

//2- Then create a Global.asax.cs file in your App_Code directory

//3- Then follow this simple Global.asax.cs example file:

using System;
using System.Configuration;

public class Global : System.Web.HttpApplication
{
    void Application_Start(object sender, EventArgs e)
    {
        //Fired when the first instance of the HttpApplication class is created.
        //It allows you to create objects that are accessible by all
        //HttpApplication instances.
    }
    
    void Application_End(object sender, EventArgs e)
    {
        //The last event fired for an application request.
    }

    void Application_Error(object sender, EventArgs e)
    {
        // Code that runs when an unhandled error occurs
    }

    void Session_Start(object sender, EventArgs e)
    {
        // Code that runs when a new session is started
    }

    void Session_End(object sender, EventArgs e)
    {
        // Code that runs when a session ends.
        // Note: The Session_End event is raised only when the sessionstate mode
        // is set to InProc in the Web.config file. If session mode is set to StateServer
        // or SQLServer, the event is not raised.
    }
}

The Global.asax file can contains the following events:

- Application_Init:
  Fired when an application initializes or is first called. It's invoked for all HttpApplication object instances.

- Application_Disposed:
  Fired just before an application is destroyed. This is the ideal location for cleaning up previously used resources.

- Application_Error:
  Fired when an unhandled exception is encountered within the application.

- Application_Start:
  Fired when the first instance of the HttpApplication class is created. It allows you to create objects that are accessible by all HttpApplication instances.

- Application_End:
  Fired when the last instance of an HttpApplication class is destroyed. It's fired only once during an application's lifetime.

- Application_BeginRequest:
  Fired when an application request is received. It's the first event fired for a request, which is often a page request (URL) that a user enters.

- Application_EndRequest:
  The last event fired for an application request.

- Application_PreRequestHandlerExecute:
  Fired before the ASP.NET page framework begins executing an event handler like a page or Web service.

- Application_PostRequestHandlerExecute:
  Fired when the ASP.NET page framework is finished executing an event handler.

- Applcation_PreSendRequestHeaders:
  Fired before the ASP.NET page framework sends HTTP headers to a requesting client (browser).

- Application_PreSendContent:
  Fired before the ASP.NET page framework sends content to a requesting client (browser).

- Application_AcquireRequestState:
  Fired when the ASP.NET page framework gets the current state (Session state) related to the current request.

- Application_ReleaseRequestState:
  Fired when the ASP.NET page framework completes execution of all event handlers. This results in all state modules to save their current state data.

- Application_ResolveRequestCache:
  Fired when the ASP.NET page framework completes an authorization request. It allows caching modules to serve the request from the cache, thus bypassing handler execution.

- Application_UpdateRequestCache:
  Fired when the ASP.NET page framework completes handler execution to allow caching modules to store responses to be used to handle subsequent requests.

- Application_AuthenticateRequest:
  Fired when the security module has established the current user's identity as valid. At this point, the user's credentials have been validated.

- Application_AuthorizeRequest:
  Fired when the security module has verified that a user can access resources.

- Session_Start:
  Fired when a new user visits the application Web site.

- Session_End:
  Fired when a user's session times out, ends, or they leave the application Web site.