was facing same problem of session with IE 8. Many threads suggested for underscore, timezone difference. Real problem is timezone difference. CI creates cookie with server time and IE checks expiry related to client timezone. And here issues comes. You can not change time zone of online server to match clients from all over world. The better solution is change cookie / session expiry time. By default it is two hours. Change it to 24 hours and problem will be solved.
In config.php file change value of following variable
from two hours
$config[‘sess_expiration’]   = 7200;
to 24 hours
$config[‘sess_expiration’]   = 3600 * 24;