PHP 4 Sessions

I've been reading up on php4 sessions and I have a few questions: Assuming the user has cookies turned off for his/her browser... * Does php4 store session information in a server side cookie? If so, how? * Do you have to store session variables in a database, using a "session id" as the (primary)key and retrieve the variables thusly? * Should you use the function "session_set_save_handler()" (and the associated user defined functions) to create your own server side "cookies" (per se)? One thing that wasn't addressed was how these files (cookies?) deleted if a user just closes down his/her browser on one of my pages? Thanks! Chris