I installed phpMyAdmin 4.0.4.1 on my local develop enviroment, I set auth_type to config. Also I provide authentication requirements by th
I solve this annoying problem by following instructions below:
/etc/php5/apache2/php.ini;session.save_path = "/tmp", this line may look also like this ;session.save_path = "/var/lib/php5" sudo service apache2 restartFYI: I work under Ubuntu 12.04 with apache2, php5, phpMyAdmin 4.0.5 so for different systems and servers file path may be a little different.
In case of any troubles check if directory from step 2. is writable for server.
Good luck.