[WebMethod(true)]
public string DoSomethingOnTheServer() { }

private void Application_BeginRequest(object sender, EventArgs e)
{
    // This will set the session to read only for asmx services
    // This will make the asmx services non blocking for other requests as it doesnt lock the session object
    if (Context.Request.Path.Contains(".asmx/"))
    {
        Context.SetSessionStateBehavior(SessionStateBehavior.ReadOnly);
    }
}

[WebMethod(EnableSession=true)]