The cookie probem. When you try to login your site it logs you in but you see yourself as a guest.

Added more info in the main post

Ok, I've seen many people are facing the problem of cookies with their forums. I also had that problem on my site and just figured out the reason. The reason is when you login on some site like http://domain.com it loads the cookie for http://www.domain.com
So when you click on the banner it redirects you to the correct location and everything is fixed and you can see your self logged on.

So how to fix this?

Here is the solution: