Exactly what "whatmonkey" wrote is correct. Every page has to have the "session_start()" as the FIRST statement on your page – even before any spaces or anything else.
Secondly what I fell over some time ago was, that the session management i.e. of firefox does start a new session each time you open a "new" tab i.e. by pressing <ctrl + t> but does use the existing session id of "your current site" if you just forward to a new tab using a link or so.
You have to make sure that the tab you use is using the same session like the one you expect it to be since otherwise the saved variables of session "A" will not be available on session "B".