Chris,
For reference I have also had this problem a few times. It seems to lose my identity when I connect to the internet in different ways .. i.e. the system will recognise me if I connect to the internet via my office LAN ... if I then connect via home broadband it does not recognise me and I have to log in again then ( even if I mark the Remember Me box ) when I next log in via the office LAN it does not recognise me ... rather than just using cookies does the system also try to use your IP address to identify you ?? ... if so this need to be changed as it is no longer practical with the proloferation of dynamic IP addressing.

P.S. I'm also using IE6