Sessions help please

Hi guys I'm a little confused on how sessions work. ok I use session_start(); to get started I know that but then the manual starts to confuse me with all of the garbled text about passing the SID. How do I tell if it was compiled with transparent SID passing? Also I'm not sure how to use cookies and this is just a small application for private use so I don't mind passing it using urls for this iteration of the project. Also I'm not quite sure how to auctually perserve the variables across pages. Thanks, Bryan