Problem with Cookies

well, where to begin.
Lets start with the fact, that I am new to Mac and thats where it all begins.

I am registered to one forum, and when i try to put the information ( login and password) everything's fine, but when I renew the page, or go to topics and staff, you know, usual forum thing, the registration disappears and I am just a guest. So, the problem is that every time i need to go to another page or whatever, my registration information disappears and I need to put it over and over again. It must be something with cookies, but I just dont know what to do. Thats why need help! Thanks!

 

It's by default, so it is Safari. Trying to get use to it, but as you can see, gives me troubles.
I do own this iMac for couple of days only...I love it, but so many things to learn about....