Thanks Peter. I didn't realize that, although I've verified that the service I'm testing on (Sprint PCS) supports cookies on their gateway.
I don't know why I didn't realize it before, but the session ID seems to be changing on every page visited by the cell phone. I assume this is not correct behavior, and that it means that the login information is not being properly stored.
Anyone have any thoughts on why each page hit would be producing a new session ID or how to resolve the problem?