If you browse the board without cookies, you have to log in each time and your session ID will time out if you don't load any page for awhile. This is a security measure, to help prevent people from logging in as you. They might do that if you sent them a URL with your session ID in it.
You will be browsing the board without cookies if you have specified that in your User Center prefs, or (maybe) if you set your browser to reject cookies.
Check one of your forum URLs to see if there is a session ID present, indicating that cookies are turned off in your User Center. The session ID is the "s=blahblahblah" part. example:
http://forums.macnn.com/newreply.php?s=abc123def456ghi789&action=newreply&threadid=215206