Using Stateless F4 Search Help with Stateful application

After implementing the F4 search help from Thomas Jung's blogs, has anyone experienced a session cookie error "The system needs to set a session cookie, since your application is stateful; however, your browser rejects session cookies; check your browser security settings".

It runs fine for a while, but sporatically it reaches this error, sometimes well into the application. There isn't a specific sequence of events that make this happen, but it does happen quite often.

My browser accepts session cookies, and I've tried this on multiple PC's. I have even added the search help to another stateful BSP application that worked fine before, getting the same error result when I add search helps to it.

My first thought is that the stateful application cannot handle calling a stateless application. But the error can be reached without ever carrying out a search help. Any advice on this matter would be great.