Permutate Rows Based On Table

Hi,
I wish to create new rows of data based on a source table. Example: I
have a file that contains a SESSION (time roughly a calendar quarter
for a University), START_DT, END_DT.
I want to create rows that would be for each session and each day, so
for session 200102 that starts 09/10/2000 and ends 12/15/2000 I want 96
rows, with 200102 for Session, and the 96 days in DAY.

-- Source table:
CREATE TABLE [F___Example_Date] (
[SESSION_ID] [numeric](19, 0) NOT NULL ,
[START_DT] [datetime] NULL ,
[END_DT] [datetime] NULL
) ON [PRIMARY]

-- Sample data :
INSERT INTO [DS_V5_Source].[dbo].[F___Example_Date]([SESSION_ID],
[START_DT], [END_DT])
VALUES(200102, '2000-09-10', '2000-12-15')
INSERT INTO [DS_V5_Source].[dbo].[F___Example_Date]([SESSION_ID],
[START_DT], [END_DT])
VALUES(200103, '2001-01-04', '2001-03-26')

-- Example Target file to be populated:
CREATE TABLE [Target_Date] (
[SESSION_ID] [numeric](19, 0) NOT NULL ,
[Day] [datetime] not null
) ON [PRIMARY]
GO

-- Example of inserts to that represent the desired results (my insert
if for illustration only, not intended to be elegant)
INSERT INTO [DS_V5_Source].[dbo].[Target_Date]([SESSION_ID], [Day])
VALUES(200102,'2000-09-10')
INSERT INTO [DS_V5_Source].[dbo].[Target_Date]([SESSION_ID], [Day])
VALUES(200102,'2000-09-11')
INSERT INTO [DS_V5_Source].[dbo].[Target_Date]([SESSION_ID], [Day])
VALUES(200102,'2000-09-12')
INSERT INTO [DS_V5_Source].[dbo].[Target_Date]([SESSION_ID], [Day])
VALUES(200102,'2000-09-13')
-- <... and so forth for all days between 9/10/2000 and 12/15/2000...>
INSERT INTO [DS_V5_Source].[dbo].[Target_Date]([SESSION_ID], [Day])
VALUES(200102,'2000-12-15')


My need is getting into a new area of my SQL experiance and I'm not
sure how to approach solving this problem. I'm confident once I learn
how to solve this, I will be able to do a lot more with SQL.
TIA
Rob