Could be many things. If you didn't check the "Remember me" box upon logging in the forum may not be able to keep you logged in. If you do not allow cookies then the forum may not be able to keep you logged in. I have seen a full cache sometimes causing trouble. Try clearing the cache and logging in again, being sure to check the "remember me" box. To clear your cache perform the following:
If you use Firefox:
-Go to "Tools"
-Select "Options"
-Click the "Privacy" tab
-Look for "Private Data"
-Click "Clear Now"
-Make sure "Cache", "Cookies" and "Authenticated Sessions" are checked. Check nothing else unless you want to delete your history or saved passwords as well.
-Click "Clear Private Data Now"
-Close your browser and restart your computer.
If you use Internet Explorer 7:
-Go to "Tools"
-Click "Internet Options"
-On the "General" tab, look for "Browsing History"
-Click "Delete" near it
-Next to "Temporary Internet Files" click "Delete files"
-Next to "Cookies" click "Delete cookies"
-Close your browser and restart your computer
If you use another browser let me know and I'll write up a procedure for it. If that does not work then we need to investigate whether some browser setting was altered to disallow cookies.