Why does PHP not save session variables for specific users with Internet Explorer?

Question

I have a problem with a website where PHP does not save session variables for specific users with Internet Explorer. But for some other users with Internet Explorer there is no

Answer 1

I will posit this, in lieu of waiting for someone with specific knowledge of PHP's session mechanism:

I work mostly with ASP.NET, and the Session object uses a cookie to persist data across requests. If PHP works the same way, the most obvious conclusion is that the users with session issues either have cookies disabled or are using software that only allows whitelisted domains to set cookies. I will see if I can find any facts to back this theory up...

From the PHP manual (http://www.php.net/manual/en/intro.session.php):

This is either stored in a cookie on the user side or is propagated in the URL.