The option you need to tick is "remember me", but it does not appear with the normal quick login box.
Next time you are logged out, go directly to
http://amiga.org/forums/usercp.phpYou'll get a big login dialogue in the middle of the screen. The "remember me" checkbox is there. If you enable it, you'll stay logged in until you next choose to log out (well the cookie may expire, but not for a long time).
See also:
http://www.amiga.org/forums/showthread.php?t=51458
