There has to be some marker, or flag, in forums such as CNET and others that store whether a thread has been read or unread. The same for logging in and being remembered as logged in.
I doubt if the forum servers themselves would save that information, there would be too much dead weight to save. That leaves History and Cookies.
I suspect your browser cookies are being deleted at some stage, either when you close a browser down, or by some anti-spyware cleaner, like AdAware.
You can check your browser settings for the rule it follows about cookies, and I believe you can tell AdAware not to delete certain cookies.
I hope that helps.
Mark
I am running a P-IV, 1.6-512 ram-93 GHD's and a high speed connection.
I have Win XP Pro, using Adaware, Spybot,Avg, free version. Registry Mechanic. Also running Xandros on a dual boot.
My problem has been occurring for a few months. I visit a few message boards that turn different colors depending on whether you have read them or not. The board will show me that I have read certain messages and when I go back a day or so later, they show as being unread. A couple of websites I go to seem to forget my user name and password.
I have gone to all of the programs that I can think of and rechecked my settings, in vain. Has any one else run across this type of problem?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic