Do you make use of the User Registration Solution Pack or Security Assist for registering and logging in users? If so then you can really on the session variable for userID that is created when the user logs in.
If the user logs in a different way you will need to ensure that you are storing the id for the user in a session variabel. Once you have this session variable that holds the userID you can then filter a recordset anywhere on your site with this session variable.
To filter a recordset you need to open it up and at the bottom you will select to filter, then select the if or other unique identifier column that your variable holds a value for. Then you select that the filtered value is a session variable then just specify the name of the session variable.
If you have any further trouble with this post back with information about your user login and what values you are storing on login.