To get around this, there is an IE8 option switch -nomerge that you can use.
This starts a new browser window in a new, unique session. Note that even after using the -nomerge switch, you still have to open a new IE 8 windows and not just a new tab.
To start Internet Explorer 8 in this mode, type iexplore.exe -nomerge in the Start search box, and hit "Enter".

Alternatively, here is a way to have Internet Explorer start this way via a shortcut each time without having to manually type in the switch. Right-click one of the IE8 icons and select "Properties".

Select the "Shortcut" tab and in the Target box add at the end (shown & highlighted below): -nomerge. Then click "Apply", and then click "OK"

