Help with relay state

[Johnson, Jacob (GE, Intelligent Platforms)]

I've setup a shibboleth SP on my application, which accepts SAML assertions from my companies federated IdP.  The authentication works as desired and the assertions validated.  However, after authentication I am not redirected where I expect.  The following illustrates my problem

Step 1: User visits Initial URL:  http://[Host DNS]/dwportal/index.jsp
Step 2: User is redirected to the corporate IdP login page URL:  http://[Corporate_SSO_URL]?SAMLRequest=xxxxxxx
Step 3: User authenticates
Step 4: IdP responds with a SAML assertion POST to my SP:  http://[Host_DNS]/login/SAML2/POST
Step 5: SP validates SAML Assertion and redirects user to: http://[Host_DNS]/

My problem is that step 5 redirects to a URL which is different than in Step 1.  I set relayState="Cookie" in the shibboleth.xml configuration file.  After that, I see a cookie that is created in step 1.

_shibstate_1376074421_1019=http%3A%2F%2F[HOST DNS]%2Fdwportal%2Findex.jsp;

The cookie contains the URL that I want to redirect to, but the app does not redirect as expected.

Jake