OK, tis fixed.
My concern was as follows....
I have a system which controls 20 individual websites. Each site has a duplicate set of request scripts, each of which includes the central master application script which actually does all the nitty gritty. By doing it this way, I only have to edit that central control script to update every site using my system.
However, my concern was that if I could not start_session() within an included file, I'd have to manually edit all 20 of those sites, which understandably was not really on my wishlist!
Anyway, I've done a quick test and adding the session_start(); to the included central control script does the job, so thanks planetsim for pointing out the initial problem.