To make like a real session where the info will carry you'll prolly need to first get the data from POST or GET variables http://us2.php.net/manual/en/reserved.variables.post.php.
Then you want to check that against a MySQL database and save it into session variables (if it matches the DB), and then make a script to check it like thorpe was saying.
Check out the variables listed on the top left side of the page above, especially in your case $_POST, $_GET and $_SESSION.
Remember also that you have to use a session_start() call at the TOP (or at least before output I think) of any page that you want to use sessions on.
Here's some tutorials on this stuff..
http://www.w3schools.com/PHP/php_mysql_intro.asp -- MySQL Query Syntax Examples
http://www.tizag.com/phpT/phpsessions.php -- PHP Sessions
http://phpeasystep.com/phptu/6.html -- Login Page Example
http://us.php.net/security.database.sql-injection -- About Security..
http://us2.php.net/mysql_real_escape_string -- More to do with security..
And remember to check out http://php.net...
You can lookup any function you want and see how it works, the functions you'll need to use in conjunction with it AND examples- really neat stuff...
Anyways HTH