It sounds as though your browser is refusing cookies. In IE8 click Tools>Internet Options>Privacy tab. If the slider is set anywhere above "Medium", slide it down to that setting.
That should allow reasonably safe cookies to be saved on your hard drive. This will mean that things like your username, account number, etc. should be remembered.
You should, of course, be aware that the more such information that allow to be stored in cookies, the less secure you are. So you certainly don't want passwords to be stored. These should be typed in by you.