Recycle Worker Process Not Working

I set my Recycle Worker process to 2 minutes and ran my application. I lost my session variables after two minutes. I thought a new worker process was supposed to be created before the old one was destroyed. I left the 2 minute setting and checked the ‘Shutdown worker process option on the Performance tab and set it to 20 minutes. I ran the application again and maintained my session variables after two minutes. Does the ‘Shutdown option override the Recycle Worker process option?
Any Help will be greatly appreciated.

JAB