He only means that storing sessions in files would take as much if not more power from your server. I'm totally with broke-r, you should get a hosting with better specs. As a developer myself that's what I'd do, otherwise you'd have to go through a lot of writing-deleting files and well THAT would eat all your server's memory and cpu power.
Yes I would say find another host. I could get you setup with a vps or dedicated or a better shared host from my company if needed. Just pm me and let me know if you want.
