Some FYI that everyone can use.

PHP Session.use_trans_sid should be disabled, period.
Register Globals should be OFF because Zen Cart doesn't need it and OFF gives your site better security.

If PHP is run as Apache Module

## public_html/.htaccess
php_flag session.use_trans_sid off
php_value register_globals off


If PHP is run as CGI

## public_html/php.ini
session.use_trans_sid = off
register_globals = off

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DusX, have you spoken with your Hoster about this problem and/or their setup for using PHP sessions?