Log-in cookie

I can’t seem to hold the log-in cookie in my system.
I log-in and will stay in as long as my browser is open. If I shut it down, and reopen it, I have to log-in again.
This happens on IE 7 and Firefox.
Yes, I have checked, unchecked, and rechecked the “Remember Me.”
Yes, I accept cookies.
I have cleared my cookies and cache, rebooted, and once logged-in to all my other sites, I retain their cookie, but CDFreaks just won’t hold.
I am on other VBulletin boards and dont have this problem.

Any ideas?

Do you use CCleaner?? (Or something similiar??)

It will delete all cookies unless you tell it which ones to keep or destroy.

No, I don’t use anything like that. As I said, I deleted all cookies on purpose and have re-established all the others but have never been alle to store one from here.