Ok so using the session test page, when you click the first link, the session variable is set to test:
Session Test = test
when you click the second link, it just relaods the page, the session variable should keep it's value, but it is being reset to NULL:
Session Test = NULL
this means the host needs to fix session management for you.
Most likely, the problem is a bad session.save_path setting in he php.ini file.