There is no built-in way to deal with this in browsers or in any EJB that I know of. Other web application frameworks have the concept of web streams, which are a series of connected actions that can handle multiple streams on different tabs of the same browsers, so you can start looking there.
In short, they create their own cookies, which are controlled by the application, not the browser itself. These application cookies are then used to store pieces of information related to the current set of operations, like a session.
Such things are often caused by users who click on a link that opens in a "new window" (or tab) that notifies the application (via a page hit or ajax call) that a new "work session" is opened and gets the internal session setting.
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