User variables like: SET @a='test';

Hello,

based on my other question I am trying to find solutions on myself.
I am searching for something like user variables:

SET @a='test';

As desriped here:

http://dev.mysql.com/doc/refman/5.0/en/variables.html

How can I do that in postgresql?

Is there a workaround?

Maybe creating a new configuration variable and using that all the time
based on the session?
How can I do that?

Thank you,

Christian