Near the end of your PHP4 php.ini you will find a section titled "[Session]". In there you will find "session.save_path". If it is not there, then you are either using a PHP3 php.ini, or someone has manually removed the section. In that case, just download a fresh PHP4 php.ini, copy-and-paste the section back in, then modify it as appropriate.
-- Michael
Darkstreak Consulting
www.darkstreak.com