session not being maintained

I'm using enhydra 5.0 currently.

My application has a login page, and then a sequence of pages.  Normally
when a user logs in  a session object gets created that I use on subsequent
pages.

I have a scenario where a user logs in, but then the session is
disappearing.  I've been able to narrow the problem to the following:

1. The machine has more then one nic
2. The machine is being accessed by a hostname (switching to ip makes the
problem go away)
3. This seems to be only a problem with Internet Explorer (works with
Netscape)

Please help me figure out how to resolve this issue.  

Thanks,

Kate