If a user ticks "remember me on each visit" when logging in on IE, they get prompted to login again whenever they click on a forum.
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Any help would be appreciated, thanks.
In the default version of IE that was shipped with a fresh install of Windows XP, IE6, I too had the same issues as you described - and those of which Steve mentioned above.
Which version of IE are they having problems with?
The current version of IE for Windows XP is IE8.
If you're running a modern version of Windows (Vista/7/8.x), the current version of IE is IE11.
The latest version of IE for your user's Windows version can be downloaded from:
http://windows.microsoft.com/en-us/internet-explorer/download-ie(it detects which version of windows they're using from their user-agent string)