Firefox has several options involving saving for passwords, cookies, images, etc that IE at least does not have. Depending on how you set the browser to operate, it will reject each and every cookie your browser comes into contact with. I know my friends were utterly frustrated with the directions I gave them in order how to operate FF while using my computer given my settings. Regardless, the settings I had working allowed me absolute control over what my computer saved to disc or rejected.
Without the proper settings, this website will not allow cookies to be saved on your computer after you close the browser each time. I do believe the "delete after closing" type of setting is the default for FF. Meaning, it may save cookies on your browser, but only until you close out the browser, upon which they are deleted. In that case, you would not stay logged in, and you need to go into the options menu and play with that until you get it how you want it.
Personally, I rarely go outside specific sites, and I go out of my way to take the time to "allow" those specific sites on my browser, rejecting all others. Just like taking care of a car, I do the same for my computer. It may take a bit of time, but it keeps my computer safer. Besides, if it is set to reject all cookies beyond those which I allow, anyone who sneaks onto my comp while partying here won't be able to do much harm while I am busy.
![Wink ;)](./images/smilies/)
"You can do whatever you want to me."
"Oh, so I can crate you and hide you in the warehouse at the end of Raiders?"
"So funny, kiss me funny boy!" / *Sprays mace* " I know, I know, bad for the ozone"