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 config.xml
<global>
<models>
<your_module>
<class>Your_Module_Model</class>
</your_module>
<admin>
<rewrite>
<session>Your_Module_Model_Admin_Session</session>
</rewrite>
</admin>
<models>
</global>
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.