Greetings, "Tom Shaw".
In reply to Your message dated Sunday, September 14, 2008, 20:03:13,
I'd say, 99%. There are some technical issues included, which critical in
understanding session mechanics and debugging any causes.
Small cookie WOULD BE SET, when you complete transaction (means, when user
receive your page).
As other mentioned already, PHP sessions stored on disk by default.
As a sidenote, sessions different from cookies in the next way:
You can access cookies only on the next request, but you can access session
variables immediately after you set them.
Sincerely Yours, ANR Daemon