Hi,
what to do depends on your session configuration (check it with a little phpinfo() script).
If session.auto_start is set to Off or 0 you must call session_start() at the very beginning of each script.
If session.use_cookies is off and session.use_trans_sid is off then you might need to add the session id manually on header(..) calls or in javascript functions, all links ....
Just send some code and your session setup so I can see how it could work 🙂