If your host doesn't know how to enable Sessions support in PHP, then ... you don't want them for your hosting company.
Session support is a built-in feature of PHP ... even on Windows. So, if they don't know what they're doing, then RUN to another host who does. You don't want to run your business on a server hosted by someone who hasn't a clue.
Additionally, if you don't need windows-based hosting, don't. You'll have fewer security challenges if you're hosted on Linux with a good hosting company.
If you want recommendations, click on the "hosting" link at the top of this screen.
As for making those configure.php files writable, if your host hasn't given you any tools to make that possible, then they'll have to do it for you. Windows hosts frequently have these kinds of permissions challenges. On Linux hosting, you can use your FTP program to change the permissions. On windows, you can't. Some windows hosts provide a control panel tool to do this. Almost all Linux hosts do.
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