Set session on jQuery.load function

Hi,
I have a strange problem.
Scenario:
When loading an x page. I am making an ajax call in jQuery to server
'latest' action. Now, when I set a session in 'latest' action. To check
check created session I made another ajax request to same 'latest'
action.

Here created session is nil.
code:
--------------------------sample.js------------------------------
$("#latest_activities").load("#{latest_activities_path}");

$('.get-activities').click(function(){
         //ajax request to latest_activities_path
      });

def latest
  p session['test']
  session['test'] = 'test'
end

I did got why it is not persisted.

Thanks,
Aashish