A: 

So, a new session is started on each request. This can mean that the client or server doesn't support cookies, or the webapplication didn't have URL rewriting properly implemented for the case that the client has cookies disabled.

Tracking the HTTP request/response headers using a tool like Firebug must give new insights. On the very first request on a new client-server session, the server should have set the Set-Cookie header in the response with the session ID:

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In all subsequent requests during the same client-server session, the client should have set the Cookie header in the request with the same session ID:

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If either of those is missing or different, then you should know the root cause of the problem.

BalusC