Each session has a set number of fitness points associated with stars (similar to points and stars in any Guitar Hero/Rock Band game). As you play, you will continue to see individual drills fill up their own star meter. This is not the same thing. The session rating is your overall points for the entire workout (all of the drills combined). You just need to keep doing well and you will hit 5 stars pretty easily.
Tip #1: While you DO NOT need to 5 star every drill to get a 5 star session rating, you should be shooting for as many 5 stars as you can.
Tip #2: Stick to a 10 minute work out as well. There are much less drills and it will be substantially easier to get a 5 star.