Those of you with older missals or liturgical calendars will note that the days of Lent are marked as Stations at particular Roman churches. In earlier times, the Pope would have celebrated Mass at a different Roman church each day of Lent. The custom was partially revived by Bl. John XXIII who re-instated the annual Ash Wednesday Papal Mass at Santa Sabina on the Aventine. Pope Benedict will be there this afternoon, processing from the nearby Benedictine Abbey of S.Anselmo to S.Sabina.
The rest of the Lenten stations are marked by a solemn Mass (usually in Italian) at each station church during the weekdays of Lent at 5pm. In addition to these 'official' station Masses, for a number of years the North American College has been organising morning station Masses at each of the churches. They began at 6.45am at Santa Sabina this morning, and will continue for the rest of Lent at 7am each morning. The NAC has a very handy list of the churches here.
Incidentally, I didn't realise that the cross on the forehead was not the universal custom on Ash Wedneday. The Italians and much of Europe have the ashes sprinkled atop their head - if you watch the Papal Mass on TV today, you'll see this being done.