Hi Wim Van Roy -
yes this is all pretty daunting. I myself strugle with all this. But basicaly, I asume your isntalling some php software and this 'session save path' is flagging up. Firstly it is quite important that you get this to work on most web applications.
Basically the system needs to know where is can save session info. This is set by the php.ini file.
You can only access this file if you are runnning a dedicated or virtual private server, if your on shared hosting you need to ask your web host (who will most likely say no way!- they did to me).
Right so I am now assuming you have a server which runs on Linux (linux being an operating system like windows, but popular for web servers).
If you have a vps or dedicated server you will be able to access the 'terminal' (dos prompt) via SHH or SFTP (which is an ftp gui based version of SSH). If your on windows at home you can use FileZilla, if your on a Mac I think CyberDucky has SFTP.
To actually edit the php.ini you will need to log-in via the root user. So find the ip address of your server, use that as the ftp address, your user name will be root and the password is whatever root's password is, see you account details for that one.
Now use that in file zilla, log in and navigate all the way to the root directory (unless you know where ur php.ini file is). Theres often multiple directorys called php.ini just look arond for them. Mine is in 'etc' yours might be in /usr/local/lib/php/ .
In a SSH terminal you can type in whereis php or there are various other commands that will let you find the file or names which include what you typed in. To use SSH you will need a terminal (if you have a web control panel often there is a web based terminal in those, i know plesk uses a java terminal which works ok).
Right so anyways, you've found your php.ini file in your sftp now drag and drop it onto ur desk top, rename it to backup (seriously do this) and then make another copy. Then from there make any changes you've been instructed and reupload it and reboot the server (see below).
If you still get the red flag, check the php.ini file has the right permissions. To do this locate the php.ini file again (should be easier this time) and right click on it and in filezilla click set permissions. Just remember what number it displays (write it down) and overwrite that number with 777.
now restart your server to do this I use plesk to reboot the whole thing, but you can also do this through the terminal (search for a linux command to exit/reboot, sometimes exit works, depending on the version/distro).
Now refresh the page you were getting the red flag, and hey presto it should work. obviously theres plenty of blanks in my explination but you can google those pretty easy.