Actually, that's not what is happening. I don't have php write the session ID to each link (it's not very secure).
I think that you may have missed my question.
If you're using a database to store session information, including the session ID, are cookies always also used to store the session id?
I do not want to use cookies at all. I tried to turn off cookies by setting session.use_cookies to false, but now php doesn't share the session id amoungst pages and a new session id is created each time the page is refreshed. How do I disable the use of cookies and have php recognize the session ID set in the database?