I would like to add that though it is possible to copy a model or block to local to get this working that you should not do this as it will be an issue when you decide to update Magento.
You have a few options here:
- Rewrite the model using the rewrite node in your extension's xml,
- Leave the model and find an event that works for your needs,
I would always try to choose the second option but since I do not know your needs I will go with number 1 for this answer.
To rewrite the model simply add the follow to your module's
Now what you can simply do is create the model
Your_Module_Model_Admin_Session that extends the model
Mage_Admin_Model_Session and you can make your changes in there.
Final note I would consider investigating if there are any events that will fit your needs.