It should be using a cookie for that purpose. If your browser clears cookies on exit, or you're using a system cleaner like CCleaner or similar, it's probably deleting them. You can usually either stop the clearing of cookies completely, or else selectively chose which ones to keep. That's what I do. I use Firefox and specify under Tools->Options->Privacy, History to "Keep until they expire". And I've instructed my CCleaner to keep them cookies as well.