On the external page (on the same server), place this code:

getFrontController();
// Load configuration
Mage::getConfig()->init();
// Load event observers for specified scope
Mage::getConfig()->loadEventObservers($scope);
// Set the theme (not sure if needed, appears it falls back to whats set in the admin)
//Mage::getdesign()->setTheme('morris-v2');
// Add event area for event dispatching
$app->addEventArea($scope);
//Init the session by calling singleton
Mage::getSingleton('core/session', array('name'=>$scope));
//dispatch  layout load before event, this is useful for observing in case of ab testing etc
Mage::dispatchEvent('controller_action_layout_load_before', array('action'=>$frontController, 'layout'=>Mage::getSingleton('core/layout')));
//dispatch action predispatch, this has some observers which instantiate needed variables such as log/visitor
Mage::dispatchEvent('controller_action_predispatch', array('controller_action'=>$frontController));

$SESSION_VARIABLE = $_GET["SESSION_VARIABLE_FROM_QUERYSTRING"];
Mage::getSingleton('core/session')->setSESSION_VARIABLE_NAME($SESSION_VARIABLE);
?>

In this example, a variable is passed in the querystring attached to the URL of the external landing page.

To recall the session variable onanother page:

$SESSION_VARIABLE = '';
$SESSION_VARIABLE=Mage::getSingleton('core/session')->getSESSION_VARIABLE_NAME();

?>