Problem with save session array

Question

I've got a problem with sessions and AJAX request.

In my module I've got AJAX request, that runs 3 times. And do:

function my_ajax_request(){

if(!isset($_SESSION['set_info']))
{
    $_SESSION['set_info'] = array();
}

$_SESSION['set_info'][] = array(
        'oid' => $oid,
        ...

But when I try to access $_SESSION['set_info'] from another module I've go ONLY LAST data from LAST request (1 record in array). All other data is gone. How can I fix it?