[eluser]Maglok[/eluser]
You should understand how it works though, CI sessions do not use the normal session mechanic, they set a cookie called ci_session by default (changebale in the config).
Now if you open your site in a frame IE, for one, will not allow cross domain cookies (if your site is on a different host then the host opening the frame).
It could be anything at this point though. IE/Chrome/Opera are probably resetting your cookie/session though. I'd try to find the value of the session to begin with and see where it changes.