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When you use Windows Internet Explorer 7 to open a file that has a local file path or a UNC file path, session cookies may be lost after later operations. These later operations may include opening a new window or closing a new window.
This fix is now included in the MS09-014 cumulative security update and no longer requires a hotfix or registry key to be applied.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section. This problem was first corrected in Windows Vista Service Pack 1.