Okay, it looks like I finally found that annoying bug! It definitely is an IE problem!
IE on oacs (at least on my installation) gets confused whenever it has to save a cookie for foo.com instead of www.foo.com... This only becomes a problem with subsites.
Before each of the following steps I deleted all cookies from the temp directory:
1. Whenever I visited sub1.foo.com and then sub2.foo.com without having visited foo.com, I wouldn't have any problems with cookies.
2. BUT whenever I visited foo.com and then sub1.foo.com or sub2.foo.com, the browser would get confused.
3. Finally I visited www.foo.com and then sub1.foo.com or sub2.foo.com and, hoooray!!!, IE would not get confused anymore.
