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If you go to www.she-net.com (a site that I administer for a friend), you'll notice that none of the users can stay logged in for more than a few minutes, unless you keep the window open and active.
I had fixed this before but don't remember how (I think it was a hack), but when I upgraded to 2.0.5 it started doing this again, and I can't find the hack.
I've changed the administration settings to stay logged in for ages, and everyone has selected keep the cookie for a year, but everyone, including the Mac users, are still getting logged out regularly.