Can I use threads to carry out long-running jobs on IIS?

In an ASP.Net application, the user clicks a button on the webpage and this then instantiates an object on the server through the event handler and calls a method on the object.
The method goes off to an external system to do stuff and this could take a while. So, what I would like to do is run that method call in another thread so I can return control to the user with “Your request has been submitted”.
I am reasonably happy to do this as fire-and-forget, though it would be even nicer if the user could keep polling the object for status.

Losing Session State

I have an ASP.net application where Users aren’t able to successfully complete certain actions, for reasons, I’m assuming, can only be related to losing their session (which is where I maintain their current user information, and how determine whether they are logged in)