I'm having the same problem using Google Chrome browser. It works fine with IE and Firefox for me, just Chrome seems to log itself out straight away.
I have tested it with Chrome, and it seems to work half of the time but not the other. The problem I have is that when I log in, it just sends me back to the login screen again after the ("You have been logged in") screen. It's sort of fustrating, but FF is my main browser. I have no idea as to the reason, but, as we say, we recommend firefox