$_SESSION together with Normal Caching mode

On my page.tpl.php I make a call to a function in template.php.
This function sets a session value ($_SESSION['name'] = 'value';
Based on this value the output from page.tpl.php is different.

Now the problem:
If on admin/settings/performance the Caching mode is set to Normal, then for non authenticated users the call to the template function will not be made. Appearantly the whole page is cached.

Now the question:
How can I store (and retrieve) session information together with Normal Caching mode for anon users?

Thanks much!

Joep