Pressflow online users stats does not show correctly
I believe this is because of how Pressflow handles anonymous sessions.  It implements what are called "lazy sessions", which only creates sessions when actually needed.

This behavior can be changed by putting a drupal_start_session() in a custom hook_init.  If you do this, though, you will likely take a performance hit.

I have had to do this with a few projects to fix session problems when moving from Drupal 6 to Pressflow 6.

EDIT TO ADDRESS COMMENT:

You can simply put the hook in a custom module, such as

function mymodule_init ()
{
  drupal_start_session();
}


Note that you should really profile before and after to see what the performance impact is.