WordPress don’t use $_SESSION
you need to code a plugin or to add some code to your functions.php to do this – cf http://www.frank-verhoeven.com/using-session-in-wordpress/
You should add something like this :
function init_sessions() {
if (!session_id()) {
session_start();
}
}
add_action('init', 'init_sessions');
NB: there is also a plugin to manage Sessions with WordPress, maybe you can use/hack this http://wordpress.org/plugins/wp-session-manager/