Database Sessions and Transactions

[DeepBlue]

I am working on a CGI program in Python that connects to an Oracle database.
I am wondering on how to implement a transaction that belongs to a database
connection so that everything that belongs to the transaction can be rolled
back.
In other words, the scope of the rollback is NOT the database connection BUT
the transaction that is defined from within the database connection.
Please note that Python DB API 2 talks of a transaction as belonging to the
scope of the database connection, and not something that can be created
independently from the Connection.
Also, I can find no reference in Python DB API 2 to Sessions.  How do we
manage different sessions/connections?
Thanks,
DeepBlue