I just played around with the browsers and found something of interest.
Internet Explorer:
Every launch from it's program icon creates a new windows process. If you launch it once, then hit Control-N, the same process handles the new windows. This is an example of shared in-memory cookies.
FireFox:
BOTH launching it from it's program icon as well as hitting Control-N use the same process. I assume this has to do with the tabbed browser feature of FireFox as well as why FireFox seems to share in-memory cookies (sessions) regardless of how you start a new window.
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Peter