you don't need to check that the session id is the same. that is worked out between the browser and the server automatically.
You can make it more secure by forcing php to use cookies and not accepting session ids in URLs (cookies are more secure than query strings passed in URLs), by changing the default directory on your server that stores session info (a custom session path is more secure than the default path, especially on shared servers), and more... Read here.
What we've been talking about is above and beyond all that. Again, what it comes down to is how secure you actually need things to be. Are you using HTTPS / SSL? If not, then don't worry too much. Just force cookies, always re-validate that the user is logged in, ask the user to log in again before any serious changes can be made, and you should be fine.
