Hi Mithun,
You didn't mention the 'during whole user session' reqirement in your opening post, so that changes things quite a bit...
What you want is not possible in a Web Dynpro application (you cannot maintain the context of a web dynpro application while switching between WD applications, navigating away, etc), for that you need to implement some kind of persistency or caching mechanism.
If I were you, I would have a look at Ehcache (http://ehcache.org), the most widely used open-source cache mechanism.
You could cache your BAPI context per user, and clear the per-user cache upon logout.
Hope this helps a bit!
Robin