http://social.msdn.microsoft.com/Forums/en-US/vstswebtest/thread/8dd89217-7a9a-44c0-a848-8d848bb97f8c where Michael Taute states "there is a bug here if session cookies are set to expired via the set-cookie directive" and I thought perhaps
this should be added to the known issues section of the doc.
I looked around a bit on Connect but I didn't find the bug report so I don't know if it has been fixed or not.
Absolutely indispensible guide, by the way. Really appreciate your work.