[eluser]Rick Jolly[/eluser]
Ok, no one has said it but you can use two sessions with IE using 2 windows on the same computer using native sessions (where the session cookie is kept in memory and expires when the browser closes). Note that IE will share the same session in different tabs of the same window though.
This is a brower limitation/feature though. Your client just needs to be educated that it is beyond your control.