How do I create a session so that it will work across different subdomains on my website?
I think you are going to have to store that information as a cookie if it will be used in sessions across mulitple domains.
Add this before you start your session:
ini_set("session.cookie_domain", ".your_domain.com");
This will allow session variables travel trough your subdomains.
You can also change your php.ini file but it will affect the whole server permanently.