Guinn, if I might, it sounds like there is a setting somewhere that is causing your browser to delete its cookies every so often--possibly every time you close the browser window.
If you're using Mozilla Firefox, go to Tools, Options, the Privacy tab, and make sure "always clear my private data when I close Firefox" is not checked. (This might be different for other versions of Firefox, but the setting should still be there.)
If you're using Internet Explorer, hmm... Check for another program that might be causing it. Some kind of always-on anti-spyware program (check the bottom right corner, near the clock, to see the background programs). If that doesn't work, see if there is something in your Control Panel called "TweakUI." I believe that program can be setup to remove IE cookies every so often.