I use a web application that forces you to reauthenticate with the application **even if you open a new browser window that shares the same session**, e.g. File, New Window in Internet Explorer. I was surprised since I thought that if you opened a new browser window from File, New in both IE and Firefox (vs. starting a new browser process) that it would share the same session. 

Using an Internet Explorer cookie viewer/editor, I saw no cookies for this application at all.

How do they likely implement this forced authentication scheme that seems to disallow new browser windows from continuing the session?