This is a development issue and is explained in the php manual:
There is great security risk in doing that but if you are being forced to do that for some reasons, you can do that by placing a php.ini file in the folder where you want to do that, and disable cookies for sessions and enable transparent sid support in php.ini i.e.
session.use_cookies = 0
session.use_trans_sid = 1
Note: The above instructions for php.ini file are for our shared/sdx account where phpsuexec is enabled and you can get php.ini file from your control panel.