SOMETIMES, my SID gets embedded in the URL

he problem is that SOMETIMES, my SID gets embedded in the URL,
although at the begining of every page I have this code:

ini_set('session.use_only_cookies', "1");
session_set_cookie_params(60*60);
session_start();
session_register("blabla");
if (!$_SESSION["logged_in"])
session_destroy();
etc, etc;

So there are days/times when the SID isn't embedded in the URL (and in
the links of the page), and days/times when it is, regardless of what
value $_SESSION["logged_in"] has.
I tested the value returned by ini_set and it's always different from
false.
What gives ???

Another thing: I'm losing my session when redirecting to a relative
url, alhtough session.use_trans_sid is on in php.ini!, shouldn't
session.use_trans_sid take care of that, embedding SID's into urls
when they are relative urls ?