Sessions are so buggie in PHP ???

I have a problem with session thing. I have one script for logging into some user pages. But many users tell me that the script is... "lossing" the session_variables which are set. It's very strange because this is not for certain users, or browsers. It's very randomly. Today this happent for me also, I mean I was going into those pages, and one time the server lost the session_variables and the script told me that I'm not even logged. Why is this happening ? it's very very randomly, but its happening and not one time a day... some users reported me that they have to close totally the browser and then try to login again and this is not happening again. This problem is happening with any browser... any idea ? Plz help ! :)