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This is a typical symptom of session management failure for several browsers. There are two things to solve this issue:
login to your Magento Admin Panel => System => Configuration => Web => Session Validation Settings and turn everything off. These can cause total failure in the instance of any transparent proxies being between your store and your customers. It is rather unwise to turn off these security measures, try turning Validate HTTP_USER_AGENT back on and then make sure no session issues will happen again.
Another suggestion is to login to your Magento Admin Panel => System => Configuration => Web => Session Cookie Management and set the cookie lifetime to something like 86400 (1 day.) Some browsers have difficulties accepting cookies with low expiry time.