Problem in Session values

Hello,

I am facing session problem in my blog (http://www.doodhpattiblogs.com).
When I try to implement CAPTCHA to stop spam comments. It doesn’t work because the value saved in Session variable $_SESSION[] does not remain on next page. Simply, if I register a session variable, I do not find its value on next page.

Dear all, please help me in locating this issue.

Regards
Imran Akhtar