Webdriver creates new session on every page

Writing acceptance test for Magento 1.9 site using Codeception and Selenium-webdriver I got some issue.

Every time, when driver go to another page, for example clicks link and goes to product page or any other, new session starts. Magento "frontend" cookie get new value every time, so it's create a lot of problems. Troubles with adding item to cart, refusing payment. When I use site manualy, it's OK. Session still the same all the time. So problem is in webdriver. How can I fix it?