It usually means the php.ini setting for session_save_path is pointing to a folder that doesn't exist or doesn't have proper permissions.
If you create two pages... the first one with this code:
$_SESSION['test'] = "works";
and the second with:
Then visit both pages... the second page should display the value "works"... if it doesn't there is some sort of session management problem, most likely the session_save_path issue.