I added two request one for login to store the session id and another request to check the load test which requires session id.
I made login request as once only, by ad
In the new versions of JMeter you can add a "setUp Thread Group" that does exactly what you need.
A special type of ThreadGroup that can be utilized to perform Pre-Test Actions. The behavior of these threads is exactly like a normal Thread Group element. The difference is that these type of threads execute before the test proceeds to the executing of regular Thread Groups.
http://jmeter.apache.org/usermanual/component_reference.html#setUp_Thread_Group