PHP4 Session Time-Out Problem?

I'm using PHP4 sessions to track people through the web site. I can store and retrieve variables for a while. I'm not sure what, but something eventually happens. Data stored as session variables is lost along with the ability to store additional session variables. Open a new window from the browser and the problem persists. Exit the browser, run a new copy of the browser, and everything starts working. What do you recommend? Thanks =) -Ed