Do you have anything that might be clearing out cookies? Some security suites tend to do this out of the box, along with Anti-Spyware scanners. Your web browser might be set to delete cookies on exit as well. Check that out first, as I'm not having an issue besides the fact that pressing Sign-in when I first visit here is needed. Pressing that logs me in automatically.
How often do you log in? On the west coast, I connect to Verizon with my modem in bridged mode, my router in DHCP, and the modem "leases" a new IP address every 24 hours. Could it be that every time you log in, it's the next day, and your IP address has changed? Personally, I like the cookie idea, but the IP is a close second ...
Come to the Dark Side; we have cookies. Is this what they meant?!?