security checks with sessions...

I am wondering if someone can help me understand a good way to use sessions to check to see if a user has entered a user name and password before allowing them to view the rest of the page. I need to have this check on each page, just not sure how I can pass the sessions to each page, as of yet I can get the variables I have registered to pass from the login form to the login check, and from there it seems to drop the session variable I registered. Any pointers would be great! Thanks in advance, Jas