Jax,
As I understand it, if you don't click on "save for a year" (or whatever) in your user account, the site uses sessions only. It seems to be ignoring the custom settings I'm using however which tell it to keep the session alive for 1440 minutes (one day). I don't know why yet, but in the mean time, electing to save the cookie from inside your account will resolve it for most people.
The exception of course, being those who refuse to upgrade their browsers. Nothing I can do for those people, but I do get a bit weary of answering the same question repeatedly. :-)
Wayne