php sessions and proxies.

Here is the scenario. I have a pure html form where a user login and pass is gathered and sent to a php script via the post method. The php script authenticates against a DB starts a session and uses the header function to send a header with the sessionid back to the browser. Everything works fine and as expected with one catch. While testing, I have accessed the site through a few different proxies. Through an AS/400 proxie, everything is fine. Through another NT proxie everything is fine, but when I try and access it through a novel proxy something falls apart. I am assuming that the data is reaching the script fine since other forms can be posted through the proxie. I am thinking the proxie is screwing up the returned header with the session id attached. Has anyone else encountered this phenomenon before? -- Larry H