The date was September 10, 2002. The 152 had not violated the TFR - "my CFI knows this area like his own backyard," the student said - but heightened security surrounding the one-year anniversary of the terrorist attacks on Washington, D.C., and New York apparently played a role in the unexpected visit.
While the student concentrated on flying the airplane, his CFI followed intercept procedures. These are specific actions that you should take if military or law enforcement aircraft intercept your airplane by flying alongside and keeping pace with you. They are found in Section 6 of the Aeronautical Information Manual or on AOPA Online - or download the AOPA Air Safety Foundation's kneeboard-size chart.
The intercepting aircraft will signal instructions - for instance, rocking its wings and making a slow level turn to the left onto a specific heading means "You have been intercepted. Follow me." You acknowledge by rocking your airplane's wings and complying. Try to contact the aircraft or ATC on 121.5 MHz ("guard") and set your transponder to 7700 - unless ATC has told you otherwise. You'll likely be escorted to an airport and instructed to land there.
You can expect an abrupt introduction to formation flight with military or law enforcement aircraft if you violate a TFR or enter a prohibited area. Get a full briefing and notams before every flight, and be aware of any TFRs along or near your route (see "Aviation Speak: Temporary Flight Restrictions," May AOPA Flight Training). Review intercept procedures regularly and ensure that you carry ID with you each time you fly.