Sessions with a host-based application are managed by embedding a user interface, such as a screen, for a first session between the remote computer and the application in a Web page displayed at a remote computer. Preferably, a Java applet is downloaded to the remote computer and processed to embed the user interface. The downloaded Java applet may also be processed to establish the first session between the remote computer and the application. Upon termination of the first session, the user interface is removed from the Web page. According to one aspect, a link object for accessing a second session between the remote computer and the application may be embedded in the Web page and, upon embedding the user interface for the first session in the Web page, the link object may be removed from the Web page. Upon termination of the first session, the user interface for the first session may be removed from the Web page, and the link object for the second session embedded in the Web page again. According to another aspect, the Web page is displayed in a first window, a second session established, and a user interface for the second session provided in a second window. The user interface includes a link object associated with the first session embedded therein. In response to user selection of the link object, the user is directed to the first window.