No, this is something else altogether.
You mean your user name and passwords aren't retained when you log in?
This is a cookie issue.
First, the options for cookies should be enabled in your profile at the site in question.
Second, the options for cookies should be enabled in Internet Options/Security/internet/custom level, or, if you're running Internet Explorer 6.0, on the Privacy tab.
If that's all OK, but you still experience problems, you may have some corrupted cookies.
Jot down your user names and passwords, and delete all your cookies:
In IE 5.x: Internet Options/General tab/Settings/Show Files, Edit/select all, and remove them.
In IE 6.0 you just click 'delete cookies'.
Some reading:
Frequently Asked Questions About Cookies
How to Manage Cookies in Internet Explorer 6
Post back with the results!
Good luck,