You have some options:
The easiest. Create the folder C:\TMP
or use session_save_path () to set a temporary save path for sessions. Downside is that you need to have this mentioned in eacvh and every script your'e calling.
<?
/ C:/WINDOWS/TEMP can be whatever you want as long as it's valid. /
session_save_path ("C:/WINDOWS/TEMP");
?>
Last option is to edit PHP.ini and change session.save_path to something suitable like
"session.save_path = C:/temp"
My choice of flavour was the last one.
/Fredrik