Hasn't happened to me, but similar has happened in the past when I added some "clean-up" programs. Have you recently added something like Registry Cleaner, or anything else which optimizes your computer. Anything which routinely removes "unnecessary" cookies would act as you noted.
If not, your cookies are damaged. Intentionally remove it (or all of them), and allow IE to regenerate them, as you are simply altering a damaged file when you sign back in.
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Steve
ASA/ISF/NCAA/NFHS/PGF
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