After a few window.open calls my ASP.NET session times out

Question

I have an ASP.NET application that uses StateServer session mode with cookieless set to false. In a few places, there is a link that pops up a window to another application (which happens to reside on the same domain, but in a different virtual directory). The following steps give me grief...

1. Launch popup
2. Close popup
3. Launch popup to same app as before with a couple different parameters
4. Close popup
5. Next request = session timeout on the "parent" window.

Using cookieless sessions fixes the problem, so somehow my cookie is getting whiped out by the browser. Aside from using cookieless sessions, how can this be resolved? For what it's worth, I am developing/testing with IE8.

EDIT

It seems the problem only occurs when the popup resides on the same domain. If I popup a page elsewhere, there is no problem.