You might have the privacy setting (under INTERNET options + privacy tab) up too high. Try lowering it to a lower setting. Cookies are needed to keep you logged in.
I cant stay logged in no matter what. Emails, shopping site, this site. I click the remember me box but it logs me out every time. At first I thought it was when I closed my laptop & it was b/c I had it on a wrong setting but now its even when I switch tabs. Is this spyware? I have good antispyware software & all my scans come up clean. I have IE7 should I go to 8?