Packages installed without a manager
$ sudo dpkg -i session-manager-plugin.deb
$ sudo dpkg -r session-manager-plugin
Instead of using dpkg, which is a low level package manager, you'd be better off using apt. To install the .deb files using apt, copy them to the apt cache
$ sudo cp *.deb /var/cache/apt/archives/
and then just do the regular upgrade:
$ apt-get upgrade