Varnish caching service not working

I run a large-ish site with ca 6000 members using S2 member Pro.

The site runs on DreamPress at Dreamhost, which uses Varnish for caching.

Caching wasn’t working, so Dreamhost performed test for me and found:

“Upon testing the DreamPress cache, I found the s2member (s2Member Framework) plugin to be the one coflicting with the DreamPress cache. This plugin is setting session_cookies that don’t let your site get cached.”

What can I do?