This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
AFAIK, The jsessionid values you see in the query strings are a mechanism internal to the application server, used by it to identify a user's session if the cookies are disabled on the browser.
You shouldnt need to do any explicit processing with it, just let the container handle it. All that you have to do is use the encodeRedirectURL method of the response whenever you write a URL string using Java code, so that the container can do the necessary work.