To info and Mark, this issue seems to be related to session management. You can create a phpinfo page and check the session hander and save path to see if you have valid values for these. Also, there is a set of test pages that you can use to test out your session as well. This info can be found in post #20, here is a link back to it:
Please check on these settings to see if they are configured properly and also do a test of the pages to determine if you have sessions working properly. Please post back and let us know what you experience.