Hi Olu,
Ok, I've found a solution. This will be in the 7.03 build. Note that code in the Host app has changed, so you'll need to update your host (and of course recompile any DLL's attached to the host.)
I've added a method to the WebHandler called .NotifyDeleteSession.
This is called by your app just before a session is deleted, and by the server (probably*) just after a session is deleted.
So first rule - you can access self.sessionid in here, but you can't access SessionValues or any other session related data. In your case you have the session id, and that's all you need to clean up your ancillary files.
(*) - the reason for saying "probably" is because this is called on it's own thread - with one thread per Host in your site list. A thread is also started by the server itself which will actually delete the sessions. It's impossible to determine the order the threads will run in, or where each thread will be at any time. So for the NotifyDeleteSession threads, they should assume that the Session itself has already been deleted.
Cheers
Bruce