OK..easier enough but what happens if i want to add an include under that script?
No really, what happens?
I can only assume there's an index.php in the directory you're attempting to import, and in that file you're trying to access the session variable you just set. Which of course won't work.
You most likely want to be including the file via a filesystem path, relative or absolute. Including via a url makes the file get parsed separately, then the contents included in the calling script. You can get details about it in the manual.
Of course if you're intentionally including via a url for some reason then you can't access the same session variables because the file you're calling doesn't get the session id from the user. If your host is set to allow session ids on the url you can try that. Never done it myself, but I see no reason it wouldn't work.