Sounds like its more of a problem with the web browser security settings than Windows itself. Are you using the IE browser that comes with Windows or Firefox etc?
If you are running IE, make sure you aren’t running in Safe Mode all the time because it will not store the cookies that are needed for web sites to remember you.
If you are not running in safe mode, In IE, you may just need to adjust the settings in Tools\Internet Options\Security Tab.. These control how cookies are stored and what sites you trust the most.
Is that the same thing than :protected mode"? it is enabled.