You really can't stop it, but there are things you can do to make it harder and thereby less-attractive
Require the user to use https (443) the entire session. This will prevent any man-in-the-middle attacks from sniffing the cookie
Only allow one session to be active at a time. Once the second session shows up, the first session is invalidated.
Require the user to provide his old password when changing the password; this will prevent someone from hijacking the account and easily changing the password.
Have a very limited life for the session cookie - maybe a few hours.
That being said, since you have an open door into your system, you might want to ensure you're not storing any sensitive information that can be easily read by a user. So, for example, if a credit card or SSN is in the system, do not display it to the user.