I have written this bad boy several times, and something keeps happening to it. Perhaps I will add some more details in the future. The main point of this is to save other people time. I spend three days trying to figure this out and figure that others would be appreciative of the information.
The symptom: A clients flash game site for children would act like the user was not logged in, even when we just barely logged into the site. (Specifically in Internet Explorer.)
The issue: Turns out that in Internet Explorer (6 and 7 did it, this was before 8 was released) flash (Which I might add is horrible!!!) has a problem with caching XML in combination with an SSL certificate. As a result, it would blow up in our faces.
The solution: Add headers to the code, that tell Internet Explorer to NOT cache the xml. Seems so simple, but once again, the geniuses in Redmond Washington and at Adobe show their mind numbing brilliance.