There are settings in certain browsers where everytime it's closed, it will clear cookies.
Another possibility is there aren't sessionhashes that I can see on these forums.
Before on vB2, moderators would give out links to threads, say
http://www.battleforums.com/viewthread.php?=s=s385601s9735161234251&postid=16386
That long part that says "s=s123456134986" was the sessionhash.
Essentially as long as someone was logged in, if someone else had that hash, they could view anything a moderator could. Or if an admin made the mistake of giving that out, someone could view ANY thread on the forums.
It was a problem that wasn't publicly announced to moderators. More people would end up abusing it than using that information to prevent people from accessing places they shouldn't.
Now that that isn't here, you're going to have to make sure your browser supports, and has cookies enabled. If that isn't the problem, then please contact an admin and we can screw around with your account to see what we can fix.