Sorry, they were working, I was just going to a different base URL which invalidated them. i.e. my url was
http://server_name/app_name/dir/page.cfm
and i was going to
http://server_name/new_app_name/dir/page.cfm
I think session's are valid only for the base app., when you go to a new app. a new session is created.
Problem solved.