If you're uploading to a hosting server, i.e. you don't own the server, you'll need to contact the owner of the server in order to resolve this error.
EDIT: Apparently, this directive CAN be set anywhere, i.e. in all of your PHP scripts, or in a .htaccess file.
Try creating a .htaccess file in the root of your web directory, and put this in it:
php_flag session.save_handler files
php_flag session.save_path /tmp
Also, this assumes that your host is running a Unix operating system, not Windows.