External link creates 2 sessions!!!

Hi guys, i recently made a script that sends out a email with 2 links in it. both are links to 2 different pages in my site. If u click the first link in the email to go to the site the site askes u to log in, so you do that and it logs u in and takes u to where u want to go. If u then click the second link in the email, it takes u to the page but you are not logged in on that page.

On each page a new and different session id has been created. This is a total downer for me so its my guess that sessions dont work in such situations. Also how come if u open a new window the session is lost?

this is all confusing, docos on the net dont talk about this stuff, just the basics like put this here and that there and it will work lol.

Come on i need some help from some pros