TCH-David -> I had a look at that topic, and I tried changing my cookie domain to .blue-flame.net (my domain name), and leaving everything else blank, and it didn't make a difference.
What I'm looking for is a setting that means that the session variables don't have to be included in the URL for every link, as it means that links posted no longer work!
The forums here also don't automatically have me logged in, despite me selecting that setting.