Session Management

[Paul Mackinlay]

I would like to know more about how session management works with mysql.

If I have a .sql batch file (example.sql) that I am running as user paul:
mysql -u paul mydatabase < example.sql
and it causes an error. Can I attempt a rollback by using:
mysql -u paul -e "ROLLBACK" mydatabase
Will that issue a rollback in a seperate session belonging to the same user or the same session?

I guess I need to know if each user only ever has one single session.