no, you don't need to modify php.ini file to use sessions, you just use them by knowing what php funcitons to use.
The only stipulation is that you must be running php4. (session management is new to php4).
Using sessions is really easy.
Basicly, you need to start a session on each page you want to use the variables. Do this by:
session_start(); // this must be executed before any headers go to the web page
then to register variables you do something like this:
session_register( "variablename" );
So, in Andrew's situation above, he could set forms variables as an associative array, and then after the user submits the values, assign them to a session variable array so now you will be able to "save state" by preserving these values from function to function, page to page... what ever.
So example:
session_start();
session_register( "session" );
...
...
//then you can assign the array "form" to the session variable "session" and it will
//copy the array "form" into "session"
$form = $session;
My example is glossed over, but you can read more about sessions here:
http://www.phpbuilder.com/columns/mattias20000105.php3