A: There was a behavior change from IE 7 to IE 8 that allowed multiple browser windows and frames to share session cookies. This was done to create a seamless experience for users, so they don't have to re-enter credentials or data. However, in some cases users don't want the session cookies shared—they might want to connect to with multiple Live IDs to different sites, or they might not want to share any data for security reasons.
Within IE's File menu (press the Alt key if it isn't visible), you can select a New Session option that will launch an IE instance with a different set of session cookies, allowing alternate credentials etc to be used.
Alternatively, you can add the -nomerge switch when launching iexplore.exe to start IE in its own session, with its own session cookies.