The sessions directory is used internal for tracking members to fix the nasty cookie bug in 6.5 (to big cookies). If you look to runtime in this directory with FTP you see active sessions. This have nothing to do with the session tracking for members wich can be activate in the control panel. Better you use cookies (with internal sessions).
The session directory can configured and tested under:
Control Panel, Primary Settings, General, Advanced Options and scroll down. One Step above of the session directory path you find the checkbox for handling. Better you leave this unchecked.
