Many websites use session-cookies (PHP session installs such a cookie, for example). Session-cookies have expiry time of zero, and the browser usually deletes them after closing its window. This is very useful for a 'log-in' session, like in your bank account, gmail, etc.
So all browsers delete the cookie as you close them, but what happens when you open a new browser window or tab? Does it also respect this temporary, session cookie? If you're logged in to gmail from one window, can you open a new browser window with another gmail account?
The answer is not surprising: that depends on your browser.