<p>After logging in using the Login control the browser loses the session.  This only occurs in Internet Explorer 7.  Has anyone else run into this problem?  If so, do you know a work around?</p>

I would suggest downloading a tool like
ieHTTPHeaders
to trace the request/respnonse headers in IE and seeing at what point either IE stops sending the cookie or the server clears it.
You should see a POST to your login page and the server should respond with a Set-Cookie:, and that cookie should be in every subsequent request.