Windows 7 - IE9 Reopen Last Browsing Session option is not working

I just downloaded internet explorer 9. Previously, I was using IE8. Every day, when ie8 would open up (it would load automatically at startup from AOL IM), I would go to Tools -> Reopen last browsing session, and all the tabs and pages I had open when I closed my previous session would load (though in reverse order left to right, annoyingly).

Now that I'm running IE9, when I go to Tools -> Reopen last browsing session, the option is greyed out - it does not work. The only time it works is if I close IE9 and then reopen the browser without rebooting. If I reboot, which I do every day, the option is not available like it used to be in IE8. (Seems like every time I download an updated version of anything anymore, something inevitably stops working or is worse than it was before - this soooo tiresome.)

I've tried a regedit I found somewhere on these forums - setting for 'turn off reopen last browsing session' to 'disable'. Didn't work.

I do not have IE9 set to delete my browsing history on exit.

I have the box checked for Automatically recover from page layout errors with compatibility view.

So, currently I'm out of ideas - can't find anything else.

I would really appreciate it if anyone who knows what is going on with this could share.

So does anyone else have this problem? Since the Reopen Last Browsing Session is kind of a deal breaker, I would have thought that there'd be a fix by now. But maybe the fix is to uninstall IE9 afterall. So much for IE9. Firefox and Chrome do this anyway, correctly, even WITHOUT having to select an option. I'd skip IE altogether if I didn't need it for work.