[eluser]WanWizard[/eluser]
No, not by default.
You will have to do some extending to add the session id to every link (maybe an extension of base_url()?), and code to strip the session id from every URI request, to feed it to the session library, and to make it transparent for your controllers.
Can be done, but quite complex.
Why the trouble? Browsers with cookies disabled aren't getting far on the internet these days...