If you have root access or control to the web host (for example, in VPS or dedicated server), edit the PHP.INI PHP configuration file in the web server to add in the environment variable. Normally the session.save_path directive is already included in the default PHP.INI, but been commented out. Add or edit the line so that it looks like below:

session.save_path = /tmp

Modify /tmp to the path to a folder that is writable by Apache web server process. If you dont have shell access to the web host, such as in shared hosting, try asking hosting service provider to include the session save path parameter, or make the path writable.
Include session.save_path in .htaccess file
If you cant modify PHP.INI global configuration file, or just want to make the change affect Joomla! or Mambo application only, create or edit the .htaccess file in the installation directory for Joomla! or Mambo, and add the following line (only works in Apache web server which configured to support .htaccess most cPanel hosts do):
php_value session.
save_path '/tmp'
Change the /tmp to a folder that is writable and prefer to be a session saved folder by you which has been created first. The trick above should work if PHP is runing as a server module (ISAPI), which most did, and not as CGI mode.