Your definitely running into the cookie limit. Cookie specifications allow for 20 cookies to be set for a specific domain. While visiting your site and browsing around, I ended up with over 20 cookies, so what happens then is the browser will delete the oldest cookies, to keep it within that 20 cookie limit. Eventually it deletes the cookie that holds your login information and logs you out.

Your cgi-bin/webadverts seems to be the culprit, that's where the majority of cookies are coming from. What you could do is maybe make a subdomain and call that from the subdomain instead of www, so it doesn't interfere with the forum cookies.