hi iceman.

There are two types of COOKIES.

1) COOKIE per a session
2) COOKIE stored in your HDD.

If you enable only 1, autologin can work well.
And some security applications prevent COOKIES from storing into HDD.

You should check the setting of your browser.
If you can't log in this site automatically, you can't log in your site automatically too.

A possibility.
Are not you misunderstanding the meaning of autologin?
"autologin" means keeping someone's login session as long as he don't log out.