I've not seen this problem myself. The only thing I can think that would cause this is if you have cookies disabled for this site - it would appear to work on the first page viewed after logging in, but when clicking on another page you would be logged out again.
Re: answer requested
I've not seen this problem myself. The only thing I can think that would cause this is if you have cookies disabled for this site - it would appear to work on the first page viewed after logging in, but when clicking on another page you would be logged out again.