You can't really redirect to another page when the session times out literally, but if you know how long the session will last without timing out, then you can redirect to another page after that amount of time on a single page, which is essentially the same thing.
<body onLoad="setTimout('document.locaiton.href=\'redirectpage.php\',1000*60*5')" >
This would redirect you to a page after 5 minutes. If your session were also set to five minutes it would essentially redirect you after your session has timed out.