[eluser]InsiteFX[/eluser]
Well check your IE cookie settings, IE has default cookie restrictions like not allowing session cookies.
1) IE menu click on Tools button then Internet options.
2) Click on the Privacy tab then click on the Advanced button.
3) Check the Override automatic cookie handling.
4) First-party Cookies Accept.
5) Third-party Cookies Accept.
6) Check the Always allow session cookies.
I use CI Sessions and cookies with no problems.