1. It is a known issue with IE, although it does happen occasionally with other browsers.
2. The current version of the software being used here changed the expiration time frame from 'indefinite' to 'one week'. This was done, if I understand the rationale, to resolve the unwanted log out/login problem that plagued particularly, IE in the past. [note: obviously, it didn't work as hoped].
3. My method of dealing with this aggravation is to persist in logging in until I am able to access "My Stuff > Cookies" and delete the current 'cookie' on my PC. Doing so will automatically log you out and you must login again. Sometimes it takes a couple of tries and even a reboot before it 'sticks'. Other than that, I don't have anything more to offer, sorry. Remember, I'm in the same boat.
I do resent people telling me that I should stop using IE; that horrible invention of Microsoft, and use a 'real browser'. I happen to like IE and it works as well as if not better than the others I have tried, at least for my purposes. The logout problem does not happen on other boards that are using different software, so it is definitely not an IE problem.