PHP Session Problem!.....urgent!

Dear Sir, I've been using PHP for business and personal use for a while now, and I have to admit, I'm not just a user anymore and I am a fan. but it's been a while I came across a problem : I use session variables a lot for security purposes but I notice that PHP doesn't hold the session variables when I go from one URL to another URL.These are 2 different domains but located on the same server and in my php.ini I set a separate temp folder outside of both of those domains' folders, do you have any idea how I can solve this problem ?...so far the only solution I've found is that I pass the session ID to that page that's on the other server and then I can get access to session variables. It's just that if the person who is already logged in my system and they type in a different URL which is part my system also it's just a different URL , I lose them. Any help is apprieciated, Sincerely Babak P.