Let's say you usually work in 48 kHz. But you want to open a 96 kHz session.

1. Before launching Pro Tools, change the sample rate to 96 kHz on the user panel of the interface.
2. Launch Pro Tools.
3. Create a new temporary dummy session in 96kHz.
4. Close the dummy session.
5. Now you should be able to open a 96 kHz session.

Pro Tools seems to create new sessions in a different sample rate easier than opening new sample rate sessions. But for me anyway, this procedure works every time.