How to inplement Session in CGI

[Sullivan WxPyQtKinter]

Python disappointly failed to provide a convinient cgi session
management module. Not willing to use external modules, I would like to
implement a simplest Session object on my own.

The basic problem is: how could a python CGI program understand several
requests are in the same session? Definately, request from different IP
would be easy to identified to be in different sessions, but request
from the same IP would not. 

Anyone has any idea?
Thank you:-)