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Thanks. I think the thing for me to do is put together some FAQs on the subject that my non-registered users can access.
I tried duplicating the problem they are reporting by changing my own firewall settings and changing the browser's security and cookie settings.
As you know, it is about impossible to duplicate what everyone out there has or does.
Also, I have heavily hacked XOOPS to allow long term cookie settings. That could also be contributing to the problem.