Check the address you have bookmarked against the address it takes you to (URL).
The cookies (the thing remembering your logged in) for the board are stored against the URL, make sure you tick the box when logging in as well.
As an example going to
http://67.225.136.222/~clio/forum/ , will most likely 'sign you out' whereas it's just that your browsers cookie is stored under a different URL.