I'm taking a shot in the dark here, as it's been a while since I've had any problems with sessions.... but...
are you setting the initial session variables in a function? If memory serves me correctly, it shouldn't matter, but it also seems I once had some problems that were function related.
Again... it's a shot in the dark.
Also, you may want to post some of your code that's troubling you, as it makes it much easier to help! 🙂