First off, are you absolutely sure? 😉
Secondly, how is php.ini set up to handle sessions? Transparently, perhaps? ... though that should put them in $_GET, I'd think...
Thirdly, and maybe most important, it sounds like a scope issue...what are your register_globals settings?
Sorry if it seems I'm grasping at straws...I've done many a var_dump() and never seen the sess_id there...unless I told it to be there somehow....