Magento displays session ID in url, something like:

 http://loca.lho.st?__SID=2wewesfdgfsdm

You can remove this in two ways:

1. Go to your Magento admin panel > System > Configuration > Web.
Under Session Validation Settings, set “No” against label “Use SID on the Frontend”.
If this doesn’t work, then move to option two below.

2. Edit the file at app/code/core/Mage/Core/Model/App.php (somewhere around line 222),

protected $_useSessionInUrl = true;