I have an issue with IE8 and other later versions with a website that requires a login over SSL / https. The issue is that when first logged in and after clicking a link the browser loses the session and logs me out. After the second login all is fine. This only seems to effect some IE browsers running on Windows and not others. The website is running on a LAMP server.
This seems to be very similar to the issue at http://support.microsoft.com/kb/937480
(although the Internet Explorer versions are older) but changing this setting made no difference.
Any ideas please? Other browsers eg FF, Chrome, seem to be fine.