IE Does Not Set-Cookie With ASPSESSIONID When User Comes With JSESSIONID

I have code written in VBScript that accepts a POST submission from an external server to perform an auto-login to our website. I am experiencing an issue with Internet Explorer ONLY that I have determined using Fiddler.

The problem is that when I POST to this page, I need to set a few session variables that are passed on to the following page after logging in. But using fiddler, I have realized that for some reason, in IE, the "Set-cookie" statement in the headers is never acted on by the server. On all following pages the "set-cookie" header is sent on every page, but the ASP SESSION header is never set that indicates the session was started.

If I do the same test in Firefox, it works perfectly fine, no problem. So it seems IE is the issue.

One other fairly important piece of the problem appears to be that the external server that is initiating the POST submission is running Java, so when the user is on the external server their browser is maintaing a JSESSIONID value. But when they submit the POST form over to our server, the Set-Cookie directive is trying to set an ASPSESSIONID, which is never accepted by the browser...

So is it possible that for some reason IE is not able to handle a user coming from a JSESSIONID over to an ASPSESSIONID?

I need to somehow work around this, or somehow force the ASPSESSIONID to kick in, because it is critical that I can set session variables for use on later pages.