HTTPSession not finding objects

Question

I am supporting an online application in which various objects are being stored in the session as the user progresses through the application.  I may have 50 different users access page1 and proceed to page2.  for 48 of those 50, there are no errors.  for the other 2 the following happens...

1. page1.Page_Load() - set an id in the Session()
2. page1.GoNextPage() - check the id in the Session and redirect to page2
3. page2.Page_Load() - look for the id in the Session(), system returns a null value.  User can't proceed and must log out.
4. User will close browser window.  log back into application. succeccfully navigate to page1, page2 and onto page3 with no problems.

So, it appears for some reason the Session is 'lost', cleared, or somehow looses reference to the objects placed there.  It appears to happen more when there is more traffic.  Don't know if that is because of bottle necks or just a pure increase in numbers.
I am using IIS 6.0 and .Net 2.0.  Is this a bug?  Common problem?  Where do I look to figure out what is happening?  Is there something I can write to a log file when this occurs that would help debug the issue?