I don't know if this is what you're asking, but I do the following for every link throughout my application:
print "<a href='page.php?".SID."'>link</a>";
OR, if with other vars:
print "<a href='page.php?cache=".time()."&".SID."'>link</a>";
I also understand that if you compile PHP4 with the --enable-trans-sid option set, the above query string is automatically added to every link in your pages.
Hope this helps!
-DON