More info: I am now logged in and used the menu to browse "Today's Posts." I can click the "Cruisers and Sailing Forums" link and remain logged in just fine. However, if I select the "Discussion Board" box at top center of the page, it requires me to login once again.
First visit to the site after closing my browser still does not remember my user name.
Seems that session state is not being maintained across the site. Are you load balancing across multiple servers? - if so, session state ('sticky' parameter) is not being kept. Or cookies are expiring / not being set as expected.