It could be because of register.asp, as a guest changes status from guest to member without the use of the normal login-form. Check register.asp and see where a member is logged in, that is probably where the auhandleloging should be placed.
I haven't noticed that on my site, but that is probably because I use the email validation mod (new members don't sign in from register.asp, they usually sign on default.asp or some other page in my site).
Im using a v3.3.05 register.asp for this example.
Find this starting on line 360. Add the line in red:
select case chkUser(Request.Form("Name"), Request.Form("Password"))
case 1, 2, 3, 4
Call DoCookies("false")
strLoginStatus = 1
AUHandleLoging()
case else
strLoginStatus = 0
end select
end if
I think that will fix the bug, but I haven't had a chance to test it.