Sessions and Mozilla (Firefox)

Hi folks. I've got a quick question about sessions and Mozilla. I just noticed that if I open up a Mozilla window, log into my CMS, then open another Mozilla window (not by ctrl-n, but by selecting it from my programs menu) and bring up the login page in that new window, then it detects the session from the other window and redirects right to the CMS control panel. In IE, this will happen if I ctrl-n a new window, but not if I start a new instance of the browser from the program list. Is the correct behavior for sessions in Mozilla? I've searched the lists but I couldn't find anything which seemed to answer this. Cheers and TIA, Pablo