This could be for several reasons. The most likely culprit is that you've disabled "cookies" in your browser.
"But somebody can hack my computer and steal my identity, my spouse, my car, my kids..."
Cookies don't spread viruses, nor do they let hackers into your computer. They are merely brief text files that can be deleted any time. They are simply small bits of information that the server asks your browser (Internet Explorer, Firefox, etc.) to store--that can be retrieved by that server.
In our case, our webserver uses it to "hold" your session information once you've logged in.
If you have cookies disabled, likely lots of other things around the net aren't working right for you either.
Here's a really good Google article on how to enable cookies  if you've disabled them.
Also, if you're concerned about the security of your browser, we recommend downloading Firefox. Firefox is built on a different (Java-centric) security model that isn't as prone to bad things as is Internet Explorer.
You can get Firefox here . Use it to browse sites that don't absolutely require Internet Explorer (of which there are few that do).
So once you've tried enabling cookies, or installing Firefox, and you're still having problem let us know here  and we'll try to help you further.