This bug happened when moving from 4.0.6 to 4.1.2. It concerns the way sessions are stored on the client side.

php.ini session section :
*************************
session.save_handler = files
session.save_path = /tmp
session.use_cookies = 1
session.name = PHPSESSID
session.auto_start = 0
session.cookie_lifetime = 0
session.cookie_path = /
session.cookie_domain =
serializer of PHP.
session.serialize_handler = php
process is started
session.gc_probability = 1
session.gc_maxlifetime = 1440
session.referer_check =
session.entropy_length = 0
session.entropy_file =
session.cache_limiter = nocache
session.cache_expire = 180
session.use_trans_sid = 1
url_rewriter.tags = "a=href,area=href,frame=src,input=src,form=fakeentry"


As specified, normally session are stored in cookies, but for all browsers under windows (tested Netscape 4, IE 5.5, Mozilla 0.9.9) the cookie isn't stored, although the settings in the browser permits it. 


php config line :
./configure  --with-apxs=/usr/local/apache/bin/apxs --enable-trans-sid --enable-wddx --with-gettext --with-mysql=/usr/local/mysql --with-xml