If you are running zone alarm, it may be doing that to you (it has a setting that will clear out cookies very often), or it may be how your security is set. There isn't anything that we have on the site that would do that to you.
KG is right...either your firewall (Zone Alarm is famous for it) or a pop-up stopper proggie is killing your cookies...you must give permissions in either (or both) for the WC and Stardock cookies to be stored in system.
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