When you log in, make sure the box to stay logged in is checked. If it's not checked, then the forum will end your session after just a little bit. The box at the top of the forum is checked by default, so all you have to do is enter your username and password and you are good to go.
What Randy posted is also a good idea. Log out, open up your internet options and clear your cache and cookies then log in again. This will make sure you have a fresh cookie from the forum on your computer.