This » PECL extension is not bundled with PHP. Information for installing this PECL extension may be found in the manual chapter titled Installation of PECL extensions. Additional information such as new releases, downloads, source files, maintainer information, and a CHANGELOG, can be located here: » http://pecl.php.net/package/memcache.
It's possible to disable memcache session handler support. The 'pecl install' option prompts for this (default is enabled) however when compiling statically into PHP the --disable-memcache-session configure option may be used.