As with most 3rd party libraries, you can put it behind an adapter.

interface MySession {
  void setProtocolForAddress(String addresstype, String protocol);
  // copy the remaining or better still, used methods from Session
  ...
}

public class SessionAdapter implements MySession {

 private Session theRealSession = Session.getInstance();

 public void setProtocolForAddress(String addresstype, String protocol){
   theRealSession.setProtocolForAddress(addressType, protocol);
 }

 // delegate remaining Session methods to 'theRealSession'
 ...
}

class MockSession implement MySession {

 public String lastAddressType;
 public String lastProtocol

 public void setProtocolForAddress(String addresstype, String protocol){
   lastAddressType = addressType;
   lastProtocol = protocol;
 }

}

class MyMail {

  void send(String message) {
    MySession session = createSession();
    if (imap) {
      session.setProtocolForAddress(addressType, "IMAP");
    } else {
      session.setProtocolForAddress(addressType, "SMTP");
    }
  }

  /** Protected so test can over ride*/
  protected MySession createSession() {
    return new SessionAdapter();
  }

}

class MyMailTest extends Testcase {

 public void testImapTransportProtocolUsed() {

   MockSession mockSession = new MockSession();

   MyMail mailer = new MyMail() {

      protected MySession createSession() {
          return mockSession;
      }

   };

   mailer.send("Boo");

   assertEquals("Wrong transport protocol", "IMAP",
mockSession.lastProtocol);
 }

}