factories.yml

  storage:
    class: MySessionStorage
    param:
      session_path: my_session

mySession.class.php

<?php

class MySessionStorage extends sfSessionStorage
{
  public function initialize($options = null)
  {
    if(sfContext::getInstance()->getRequest()->getParameter('sessionid')) {
      session_id(sfContext::getInstance()->getRequest()->getParameter('sessionid'));
    }
    parent::initialize($options);
  }
}