Session Without Cookies

[eluser]Tickk[/eluser]
The reason is some of my web visitor can't register, login etc access pages that need session.
First I thought the browser. But I tried IE 6,7,8, Firefox, Opera, Chrome at my computer, all runs well.
And I got reported that some client use IE, some of them use Firefox and they cant access it. But the other use the same browser can access.

Than I thought it would be the session. The session is lost during page transition.
I tried use db for session and still the problem remain.

I tried search here and at Google, I found several developer got same problem, I tried their solution still cant solve the problem.

My last guess is the cookies. So I ask about using session without cookies.

If any of you guys can give me some idea whats wrong with my web, I would really appreciate it.

Thank you.