global.asax + sharepoint

The only thing you need to do with your global.asax is add the following:
<%@ Application Language="C#" Inherits="Microsoft.SharePoint.ApplicationRuntime.SPHttpApplication" %>
Then you paste your global.asax file under C:\Inetpub\wwwroot\wss\VirtualDirectories\port_number where port_number is usually port 80 on your first site collection.
Now you have your global.asax working.
Cheers!