two sessions on same computer

I open a session to elgg with firefox, do login and work without problems.
I open an other browser ( Opera) , login with same user as above. I can work.
I put the focus to the previous browser and try to continue my work there: I am not logged in anymore.

What is the reason for that behaviour?
- two sessions of same user not allowed?
- two sessions os same user on same computer not allowed?