I would agree with you that this contrib is really good. However, I seem to be having the same problem with cookies. In oscommerce, I modified one of the session parameters to "force cookie use". I did this to determine what might be going on with cookies. As a result, I get a warning page saying that cookies are not enabled in the browser. I checked and both IE and Firefox have cookies enabled. So, I think the problem is in the configuration of Oscommerce itself.
I checked the cookie path and it looks fine. I'm not sure what I need to check next or how to debug this further.
Any assistance would be helpful.