Hello;
just trying to help a bit.
Have you tried to create a folder called "sessions" with CHMOD 777 in your site root?
I am french, and in France, persons that are hosted by the ISP free.fr have to do it, unless sessions do not work.
Creating such a folder, as:
http://www.arctic-monkeys.com/sessions/
gived good results.
Sorry, I do not know if it is THE answer, but perhaps have to try...