I got the same issue in IE8 and did the following to clear it up.
Make sure you only have 1 browser open and no other programs
go into “tools” – “internet options” – “privacy” – “advanced”
And make sure always allow session cookies is ticked.
Then got to “general” look down to “Browser history”
And click “delete”
tick all the boxes and press “delete”.
Then press “ok”
Then close down explorer
And then open it up.
this fixed it for me but I am still getting problems with the odd client so I will add more information as I work it out.