If you are storing your session data in a database you have to manually update the session_id in the database. The session_set_save_handler() will not do it for you.
function UpdateSessID() {
$old_sess_id = session_id();
session_regenerate_id(false);
$new_sess_id = session_id();
$query = "UPDATE `session_table` SET `session_id` = '$new_sess_id' WHERE session_id = '$old_sess_id'";
mysql_query($query);
}
Be sure to set session_regenerate_id() to FALSE since it's not really necessary to delete the whole record from MySQL and add it again. That's unnecessary overhead. Only changing the id matters.