For what its worth, I have the session.auto_start = 0 set in my php.ini file and I'm still experiencing this issue, but this is on a Win2k test server so there maybe something else also working against me.
I'm experiencing this exact same problem where once you log into the Administration pages, you'll be thrown back to the login screen on any option you select. I am not experiencing any PHP warnings at any point either.
The test server is a Windows 2000 server using IIS5, PHP 5.2.2, MSSQL 2000 ...