Firefox???

I recently got firefox after a friends recomendation, and so far its okay, not all that much differnt from internet explorer. Exept for when i log into this site or any other "log into" site, it seems to log me out every time i go to the main/home page, i know its not the site itself because it never happened with IE. Anyone else use firefox and noticed this happening?

If you have, do you know how to stop it?

Thanks in advance.