Sounds like a possible cookie problem to me (cookies are the little text files that store website settings) - what browser are you using? I may be able to give you instructions of how to fix the problem if it is cookie related. (might be another program or your web browser automatically rejecting or even deleting cookies).
Just a thought but do you have internet explorer set to delete all cookies, etc when you close it? Every time that my security program scans my machine and deletes "threats" I have to log into the forum again.