That is exceedingly strange.
Yes, you are the only one reporting this issue.
There are only two things I know of that could cause what you are seeing:
- Cookies not being set
- Referer header not being set
As the cookies would be the only thing under your control (the header is handled by the browser automatically), and you are allowing them already, and you have the problem with both IE and Opera, I'm very perplexed.