Added a short cookbook about avoiding the automatic start of the sessions

| Q             | A
| ------------- | ---
| Doc fix?      | no
| New docs?     | yes
| Applies to    | all
| Fixed tickets | #2607

Besides all the usual review, I'd like to ask doc reviewers to tell me if there is some way to avoid starting the session in the last case about defining a firewall that covers all URLs. Thanks in advance!