You want to give your end user the option to start a new session: think again. Starting a new session is a standard option on every menu and can even be done with SHIFT-*, so you don't need to do that anywhere else. Or should your new session start a specific transaction ? Here's how:
CALL FUNCTION 'ABAP4_CALL_TRANSACTION' STARTING NEW TASK 'MY_TASK' EXPORTING tcode = 'Z_OWN_TCODE' skip_screen = 'X' EXCEPTIONS OTHERS = 0.