IE9 Login Issue Session/Cookies?

[eluser]Unknown[/eluser]
We are using CI 2.1.0

I've got a customer who when they login to use our software they see the main page but then if they refresh or try to navigate to another page they are being kicked back to the login screen.

The customer is using IE9 (The issue doesn't happen if they use firefox), I've team viewered into their computer and tried logging into my account from their IE. The same thing happened so it doesn't look to be a problem specific to their account set up.

I've checked their cookie settings they have the following:

Override automatic cookie behaviour.

First-Party: Accept
Third-Party: Deny

The tick is taken out of the accept session cookies box.

I've tried putting the tick back in for accept session cookies and still no luck. I've also tried setting up my IE with these exact same settings and I can login and use the system without any problems.

I've also checked the cookies which are created on the customers computer when they login. These all look to be correct.

I'm a bit stumped as to why the customer is being logged out.

[eluser]Otemu[/eluser]
Checkout this thread here http://ellislab.com/forums/viewthread/135722/ should hep you