Apparently the -nomerge
argument will prevent session merging.
Shell("iexplore.exe -nomerge http://www.yoursite.com")
UPDATE
As per your comment, you need to get the IE object. You may be able to work with this:
Dim wshShell
Set wshShell = WScript.CreateObject("WScript.Shell")
wshShell.Run "iexplore -nomerge http://www.google.com"
Dim objShell
Set objShell = CreateObject("Shell.Application")
Dim objShellWindows
Set objShellWindows = objShell.Windows
Dim i
Dim ieObject
For i = 0 To objShellWindows.Count - 1
If InStr(objShellWindows.Item(i).FullName, "iexplore.exe") <> 0 Then
Set ieObject = objShellWindows.Item(i)
If VarType(ieObject.Document) = 8 Then
MsgBox "Loaded " & ieObject.Document.Title
Exit For
End If
End If
Next
Set ieObject = Nothing
Set objShellWindows = Nothing
Set objShell = Nothing
Set wshShell = Nothing