There could be a number of things causing this...
First off, the server disconnects you from the site after 30 minutes of inactivity - this is a security precaution and keeps bandwidth down for members with limits on monthly usage who may forget to log out.
But: if you click the "remember me" button when you log in you should be reconnected automatically when you come back to the forum provided you have allowed cookie exchange with the forum. Here's where it gets a little dicey....
You can do several things if you are having trouble staying logged in.
1. Set your security settings to medium.
2. You can specifically allow cookie exchange with the site in your browser settings or your security program
3. Be sure that you have clicked the "remember me" button when you log in.