Actually I've noticed the same thing from Internet Explorer. I tried the solution you offered Ken and it's still not retaining the cookie on my end. It's only been doing this for about a week...so it's something Chief has changed recently.
There's also a possibility that the cookie containing the needed info might have gotten corrupted. With IE closed, you could try removing the forum's cookie, found at:
C:\Documents and Settings/username/Cookies/username@www.nationalsforum[1].txt(replace username with yours) and then coming back to have the forum create a new one. Often times that will fix a bad or corrupt cookie.