I had a different kind of problem where I would log in, and I would see myself in the list of people viewing the site, but I couldn't get at my messages nor see certain parts of the board. Sometimes I just had to refresh, other times I had to log in again to make it work. But it always works on the second try.

Cookies does sound like a likely problem if the board refuses to remember the fact that you logged in.

The closest I have to that is occassionally I'll have to log in twice even though it shows me as logged in the first time.......After the second time though I have access until I sit idle for too long or log out though. *shrugs*