Yep, set it as a cookie. Here you can generate bookmarklets for setting / deleting the cookie: http://www.jetbrains.com/phpstorm/marklets/
HTTP Debug Sessions
Xdebug contains functionality to keep track of a debug session when started through a browser: cookies. This works like this:
When the URL variable XDEBUG_SESSION_START=name is appended to an URL Xdebug emits a cookie with the name "XDEBUG_SESSION" and as value the value of the XDEBUG_SESSION_START URL parameter. The expiry of the cookie is one hour. The DBGp protocol also passes this same value to the init packet when connecting to the debugclient in the "idekey" attribute.
When there is a GET (or POST) variable XDEBUG_SESSION_START or the XDEBUG_SESSION cookie is set, Xdebug will try to connect to a debugclient.
To stop a debug session (and to destroy the cookie) simply add the URL parameter XDEBUG_SESSION_STOP. Xdebug will then no longer try to make a connection to the debugclient.