Umbraco's global.asax is pre-compiled and can be found in the bin folder of the installation:

Delete the original from the bin folder "App_global.asax.dll" otherwise you will get compilation errors, as they will conflict, and create your own, I beleive the only thing that is in the global.asax is some logging information, which you can keep by pasting in to your file if you require it.

protected void Session_Start(Object sender, EventArgs e)
        {
            if( umbraco.GlobalSettings.EnableStat)
            {
                try
                {
                    new Session();
                }
                catch(Exception state)
                {
                    Log.Add(LogTypes.Error,  umbraco.BusinessLogic.User.GetUser(0), -1, "Error initializing stat: " + state);
                }
            }
        }


        protected void Session_End(Object sender, EventArgs e)
        {

        }

        protected void Application_End(Object sender, EventArgs e)
        {
            Log.Add(LogTypes.System, umbraco.BusinessLogic.User.GetUser(0), -1, "Application shutted down at " + DateTime.Now);
        }
    }