What is going on here? I can't stay logged in!

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Yes, another repeat question I know. I searched, searched, and searched. Nothing I found helped.

I have tried changing my cookies path from / to /forum/, the domain to .mydomain.com from blank.

I cleared all of my cookies, tried 3 browsers and I can't figure this out. I have had 2 other boards in the past and neither of them have had this problem and they were set up the same way.

I can stay logged in throughout my session, but AS SOON as I close my browser I have to log back in. The cookies seem to automatically expire upon the close of whatever browser I am in. I have checked all of my cookie settings in every browser and nothing is helping. I am really out of ideas. I even tried resorting back to the standard skin in case it was a problem with my coding of a template.

Just for reference, my main domain (www.mydomain.com) redirects to my forums at forum.mydomain.com.

Any further ideas? I appreciate any help in advance.