To interact with the session you'll want to make use of the Session class:
http://api.silverstripe.org/2.4/sapphire/control/Session.html

Here is some more of the example fleshed out.

function savefilter($data,$form){
    Session::set("productfilter",$data);
    Director::redirectBack();
    return;
} 

function FilteredProducts(){
$data = Session:get('productfilter');
$savedfilter = "\"ParentID\" IN (".implode(",",$data["Categories"]).")"; //where $data["Categories"] is an array

return $this->ProductsShowable($savedfilter);

} 

The limiting is done by passing the savedfilter to ProductsShowable, which makes sure the products it retrieves only belong to the given categories (Product Groups).

This is far from complete, and you'd need to somehow get the ids of subcategories if you wanted to include products from those.

I will be devoting some time to improving the ability to browse / search products in the future sometime.
Here's a ticket I made: https://github.com/burnbright/silverstripe-shop/issues/36

Hey Jeremy,

Sorry I've been awol these last few weeks.

I appreciate your help and hopefully the ecommerce module will get the upgrade sooner rather than later.

The project I'm working on has unfortunately been shelved.

Thanks again :)