if they do not know what to set the session.save_path is, I would be looking for a new host, to be brutally honest.
the session.save_path is set to a location on the server that the session temp files can be written.
it must be a folder that exists on the server and has read write permissions set.
only the server admin (which the host should be) can know what path exists on the server for saving session temp files.
i found this knowledge base article for fatcow through google:
see steps 3 and 4:
1. Using the FileManager, create a folder in the Document Root directory (from above)
2. Call this folder phpsessions
# Edit your php.ini file to include the name of the sessions folder
1. Navigate to your php.ini file by clicking on /member/cgiManagement/PHPplus.bml
2. Scroll to the bottom, and click Edit to edit your php.ini file
3. Find the line where sessions.save_path is set
4. Set the sessions.save_path to the full path to your phpsessions folder, for example:
sessions.save_path = /home/users/web/b98/fatcow.user-id/phpsessions