I've taken the basic concepts (and functions) from Ying's session management (http://www.phpbuilder.com/columns/ying20000602.php3)
and built a web authentication scheme around it. If you find this solution to be of use, then please feel free to use it!
This tutorial is a work-in-progress. If you find something missing, or have a question, feel free to ask me!
The first thing I would suggest you do is to read over Ying's tutorial at the above site - I'll cover some of the details of it, but I'm going to assume that you have a handle on the basics of what sessions are, and how to use PHP.
Assumptions:
Okay, so on to the tutorial!