I'm afraid I'm having the same problem, and it's driving me mad right now.
I'm getting over it (almost 95% of time) by appending the SID to the end of url's, and also posting any forms on the site by adding the a hidden field called "PHPSESSID" with the SID as the follow.
This only works with GET forms, and you have to ensure the PHPSESSID is the first field in the submitted URL.
However, this is not a final solution and it does not work all the time.
If anyone knows a proper fix please help us as a deadline is approaching :-(
Cheers,
Richard O