According to this page, IE automatically shares session cookies with a new window. You must specifically use File > New Session to avoid this.
I just tested this with the test page linked on that site and it worked as expected. I also tested it on a secure HTTPS site that requires a secure logon and it worked the same.
Please describe your scenario in more detail. What is happening and what do you expect to happen? Ideally provide a test that demonstrates the issue, or point us to a public site that exhibits the behavior. You can attach the test to a support ticket, which is confidential unlike this forum.
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