I was in the same boat. So, i'll tell you how i fixed my problem. Maybe it will work for you too.
Try to set session.use_trans_sid to 1 and see what happens. If your script works in this way, you should check if your browser has cookies enabled and set the following settings in your php.ini (in case you're using windows) as the follows:
session.use_cookies = 1
session.cookie_path = /
Of course if you did then you could (i suggest you to do) turn back off session.use_trans_sid.
Hope it will help you!