No I have to also.
Check your browser security settings. We used to have this problem on the old PAMPA website - When you log on, it sets a cookie with an expiration date/time. Most browsers can be set to delete cookies immediately, or if you navigate to a different site. If it deletes cookies immediately (doesn't allow cookies at all) you will log in, but it will delete the cookie immediately and it will look like it failed. If it deletes it when you navigate away, then you can log in OK, then as soon as you go somewhere else, it forgets you.
Some of the Windows browsers (IE in particular) have extremely rudimentary security settings, if you pick "most secure" it will apparently fail at login, if you pick the second most secure, it will lose your login cookies as soon as you leave, and you will have to log in again. Make sure that you have your browser set to allow persistent cookies on "stunthanger.com".
I don't know how to tell you to find it on windows browsers - you can certainly pick/choose which sites permit persistent cookies or not, I just don't use windows. You might have to dig into the security settings instead of using the crude "most-secure to least secure" control panel.
It could also be something else, too, but worth checking to see if you are setting the cookies correctly, and saving them for stunthanger.
Brett