Hi Zean, that obviously is not the behavior we expected. Several things to consider here:
1. What is your current IE version? Perhaps you turned off cookie?
2. how about checking this out as well:
http://www.zen-cart.com/forum/showthread.php?t=92926
3. You can also switch to the classic template and see if this behavior still persists.

Please note that SSU appends zenid the way zencart would normally do (you can confirm this by turning off SSU)

Regards