Every time I visit the site I have to log back in, even though the remember me checkbox is checked.
This problem sometimes occurs when Internet Explorer is not set to check for new versions of the page.
To solve this, click tools > internet options and make sure you are on the "General" tab. Depending on which version of Internet Explorer you are using, you are either looking for "Temporary Internet Files" (older versions) or "Browsing History" (newer versions). Under this heading there is a "Settings" button, click it.
You should now see a list of options, headed "Check for newer versions of stored pages". Select "Every time I visit the webpage" and press OK to close that window, and then OK again to close the window behind.
This should solve your problem.