When I log in with guest/guest, I can go back to the index.pl and it will keep me logged in as guest. When I close and reopen IE, it forgets who I am, but this is because you send the browser:
Set-Cookie: u=Guest; domain=TheGamesPage.virtualave.net; path=/
Set-Cookie: p=guest; domain=TheGamesPage.virtualave.net; path=/
since there is no expires value, the cookies will die when the browser is closed.