It is possible as long as the war files are rolled up inside one ear.
If you are using Rational Application Developer, you can go to the enterprise application and open the /META-INF/application.xml file in the Deployment Descriptor Editor. From there, go to the Overview tab and check the "Shared session context" box.
This generated a file called ibm-application-ext.xmi in the META-INF folder under RAD. If you are not using RAD, please let me know and I will post the contents of this file for you.