Habe das Problem gefunden: http://de.php.net/session
There's a bug in Internet explorer in which sessions do not work if the name of the server is not a valid name. For example...if your server is called web_server (_ isn't a valid character), if you call a page which uses sessions like http://web_server/example.php your sessions won't work but sessions will work if you call the script like this
[IP NUMBER]/example.php
Took me a lot of time to find out why my PHP sessions worked perfectly in Firefox and Opera but they didn't work in internet explorer.
ALSO KEINE UNTERSTRICHE IN SERVERNAMEN BENUTZEN!