Thanks Palli, that helps me understand the problem. Unfortunately though, I no longer think I have a solution!
As this behaiviour seems to be hit-and-miss (it occurs on both my home PC and work PC, both running vista with IE7, even in different windows) I don't think there's anything I can do to fix it! The article you referenced discussed how to retain a static Session ID in ASP.NET 2.0, but that really doesn't seem to help this situation.
Have you heard of anybody resolving this issue, either for multiple FF tabs or IE windows?
Thanks!
Andrew