Make sure that you have specified the session.save_path setting in your php.ini file and that it has write permission.

On *nix systems, following is default setting:

However on windows system, you can set this to you choice of directory.

In case you don't have access to php.ini file, you can use the ini_set() function to set your setting:

<?php ini_set('session.save_path', '/tmp'); ?>

But make sure that PHP has write access on that directory.

P.S.: Generally it is adviced, not to use the default setting of /tmp, as it may have security and privacy implications, as any person, program or script will be able to read the data stored in your sessions files.