As Cory (Jango Fettish) stated, we do have a "Forever" checkbox. You can either login with the button at the top of the forum or on the main page of the forum, login at the botton. The dropdown menu at the bottom has a "Forver" choice as well. This would have to be a cookie problem with your local machine.
As stated, make sure you don't delete your cookies and make sure that they are in fact enabled. Are you able to stay logged in at other sites? Thanks