We are adding a checkbox for that request, the feature was put in there for those very few people who can't / don't want to use cookies, so we didn't want to set a cookie for that reason. But the checkbox will allow you to set the cookie and stay logged in for that session. People who dont check it or dont login through the normal method, can't do anything but post,reply and edit their own messages. Profile, customize, privatemessaging all that will never be available to those who can't login.