Did you check to see if the cookie is being written to your computer and, if so, if the domain it's being saved for is the same as the domain you're using to access the forums? Also check if your computer's and server's clocks are set to the correct date.
Oh, and perhaps most obvious: check to make sure your browser will accept cookies.
I had experienced a problem with not being able to login. This was do to the fact that the main page had a "hidden address" and so when you clicked on the forum link the address never changed. It screwed up the login. Now that I have a .com site () that isnt a concern.