I am building a site which allows a user to point a CNAME record at my site to run their \"profiles\", this allows your OWN domain name to load your profile on my site.
not sure I understand your problem. Is it something like another domain calling something like www.userprofiles.com/profile.php?userid=1 and displaying the results? In this case profile.php will generate a new session id whenever it gets called. You need to set different ids for every external domain using your site and change profile.php to something like:
if( isset($_REQUEST['sid']) ) session_id($_REQUEST['sid']);
session_start();
and call the script like this www.userprofiles.com/profile.php?userid=1&sid=somesessionid1234