Start by putting a check for a know session variable at the start of every page.
So that you can then pop up a message that says when it got lost.
Make sure your session timeout is set to a usable number. I know that some of the inTRAnet code that we use needs a session timeout of HOURS, because people will get called into meetings and they want to be able to come back an hour or two later and still have the session active. Not recommending that you go over an hour, say, for inTERnet usage. But it depends.
An optimist sees the glass as half full.
A pessimist sees the glass as half empty.
A realist drinks it no matter how much there is.