this suggests that your secure domain and unsecured domain use different browsing session.
what is the url to the secure domain and the unsecured domain?
If they are the same, they should not use differant browsing session.
On an unsecured page add the following:
<?php echo session_id(); ?>
add that same code to a secured page.
the id's should be the same, if they are not, contact your host to find out why the secure and unsecured domains are using different sessions.