If it is a saved session as in 'saved-in-driver' session, then you can't change it. I suspect that this is what you might mean.
 
If it is a session in surveyor, then changing the route should be easy. if you click on the route ONCE. it should open a list of sessions under that route. click on the session you want to load and it should open.
 
regards
 
Alastair.