Well if the previous session has expired then you don't, session cookies are only temporary so they either disapear when the user closes the browser window or the timer runs out. If you want to use a cookie that is independant of the session then I suggest using the setcookie() function, like so.
setcookie ("TestCookie", "testvalue",time()+3600); / expire in 1 hour /
Thou I would set the expiry time to something a bit longer than an hour.
Now this cookie would be sent to your server everytime the user accessed it so it would be avaliable through both the $TestCookie and the HTTP_COOKIE_VARS["TestCookie"] variables.
Hope this solves you dellema... 🙂