To have a basket, you have to add the products to an array:
<?php
global $wp_session;
if (isset($_POST['Submit'])) {
$wp_session['collection'][] = array($_POST['ExerciseID'],$_POST['Sets'],$_POST['Reps']);
}
print_r($wp_session);
?>
You may want to organize the array by ExerciseID, so you can add to the quantity. I would advice you to create some objects, as they will be more flexible than arrays