Some J2EE will put the session ID in the main part of the URL for example:

https://localhost:8443/supermart/login.htm;jsessionid=1A530637289A03B07199A44E8D531427

Notice how it starts with a ; and is a key/value format. Test Studio sees it as one long URL, will record and play it back in a load test exactly like that. It does not recognize jsessionid as a dynamic target. It would be helpful if Test Studio was capable of handling dynamic URL's like this.