Yes, we get this question quite often. The problem here is that there are many different ways to implement a session tracking system.
Some people use cookies.
Still others use standard HTTP authentication, and you could also use hidden POST method fields that you pass from page to page. PHP provides all the tools to do any of these. Up to now we have left the implementation up to the users. Exact implementation is still up in the air. I think the two common method in use today is the simple cookie session mechanism.