public function indexAction()
{
   //get your database connection ready
   $db = Zend_Db::factory('Pdo_Mysql', array(
      'host'        => 'localhost',
      'username'    => 'root',
      'password'    => 'root',
      'dbname'      => 'zend'
   ));

   //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();
}