Sessions not working

My hard drive recently crashed. I had been on win 2000 but when I
installed the new drive I updated to XP. I then reloaded Apache, PHP
and MySQL, all the latest versions (this was in June).

Since then, when I run PHP pages on my machine, I have found that the
sessions are not maintaining from page to page. When I run the same
scripts on my ISP they work perfectly though.

I did find that in some instances if I put the session ID in the url I
can get things to work. But otherwise the session changes each time I
change or reload the page.

My initial assumptions are that I have some setting wrong in php.ini or
the appache configuration or there's some interaction with XP.

Any thoughts?

Thanks,
Jonathan