Not a fans of iframe in any way, but there are times when we need to use iframe, and to the extend we need to use session to store some value to use in other pages in the iframe page.
Yes, IE did it again, screwing developer, while every other browser is doing just fine, but in IE, the session inside the iframe page itself lost on each post.
The solution is to add the following header:
P3P: CP="CAO PSA OUR"
Check the detailed solutions