IE and Sessions not being stored

[eluser]oindypoind[/eluser]
Hi, I'm sure this has probably been asked a few times before, and although i've been through a few threads I can't seem to get this working.

I'm using CI 1.7.1 and every time I try and set sessions in IE 6 and 7, as soon as I navigate to a new page, it's lost them.

I've tried the Native Session Library, and OBSession and they all do exactly the same.

I can echo the session data immediately after it's been set, so it is being stored, it just seems to get emptied.

Any Ideas?

Andy