question about php sessions

Hi =) Is it possible to track a user session across multiple domains? We have several related web sites and want to enable a user to login through one site and end up logged in to them all. I tested and it didn't work and I'm guessing it's a limitation of cookies. As in, a cookie created under one domain isn't available to another. Is this right or is there a way to accomplish what I'm talking about? Thanks =) -Ed