I have the Remember Me option selected, and I have all the right settings for it(MR) to remember my username/password, yet whenever I close Firefox, and re-open, it logs me out. Any reason?
Right underneath that is the "Private Data" area where you can have it clear private data (including cookies). Might check that too... if that's not the issue maybe see if it happens in another browser?
(I have a FF theme installed so my window probably looks a bit different color)