while(<AUTH>) {
   chomp;
   if(/<my-regex-goes-here>/i) {
      $sessionID{$4} = 1;
   }
}
##</code><code>##

open(MSG) or die("couldn't open msg log");
while(<MSG>) {
   chomp;
   if(my ($id) =~ /<my-regex-goes-here(<capture the id>)>/i)) {
      push @matching_lines, $_ if $sessionID{$id};
   }   
}
close(MSG);

print $_, "\n" foreach (@matching_lines);