I use Internet Explorer 9 and for most part it works fine. For a couple of web sites though, regardless of what I do it won't keep me logged in between browsing sessions.

Twitter for example. I can login and click "Remember me" as many times as I want, but if I close the browser and open it again, Twitter will ask for login again.

Is anyone seeing this on Twitter, or seeing this with other web sites?

It works fine for Geekzone, Facebook, and other sites...

And no, I am not changing to Firefox, or changing OS. That's not the topic.