Keep getting logged outOK one of the major reasons for this is the person has added the site to their favourites while being logged in.
Remove the link form your favourite sign out then add it to your favourites again while logged out.
If you are using a link to aside with a free domain name that has not been rerouted properly this will also cause you major headaches.
Finally those cookies do a wonderful job so just clear your cookies and cache /t.i.f then all should be OK.
It has also been noted that Google toolbar causes this problem aswell