//get your database connection ready
$db = Zend_Db::factory('Pdo_Mysql', array(
   'host'        =>'example.com',
   'username'    => 'dbuser',
   'password'    => '******',
   'dbname'    => 'dbname'
));
 
//you can either set the Zend_Db_Table default adapter
//or you can pass the db connection straight to the save handler $config
Zend_Db_Table_Abstract::setDefaultAdapter($db);
$config = array(
   'name'           => 'session',
   'primary'        => 'id',
   'modifiedColumn' => 'modified',
   'dataColumn'     => 'data',
   'lifetimeColumn' => 'lifetime'
);
 
//create your Zend_Session_SaveHandler_DbTable and
//set the save handler for Zend_Session
Zend_Session::setSaveHandler(new Zend_Session_SaveHandler_DbTable($config));
 
//start your session!
Zend_Session::start();