You seem quite misinformed here confusing ideas and terms and the like. HTTP requests are stateless between each other. But HTTP itself is not a stateless protocol, as it uses connection state in resource negotiation (which is what TCP provides). Good luck implementing HTTP without any connection state.
HTTP is a stateless protocol. A stateless protocol does not require the HTTP server to retain information or status about each user for the duration of multiple requests. However, some web applications implement states or server side sessions using one or more of the following methods:
Next time it might help to check that you're right before asserting that someone else is misinformed. It'll make you look less silly when it turns out your assertion is the opposite of the first statement on the article on Wikipedia.
Also, just because I know you're wondering. You can run HTTP over a stateless transport layer such as UDP. In fact, that's what HTTPU is. Bet 'cha didn't know that. You can have that one for free (just click on this advert - oh - and this one - and here's a popup - and a virus. Yay web.).