When you logon, it should remember who you are for about 45 minutes, so you can reply to as many messages as you want in one "session", only having to login once.
Also, when you login there is a checkbox that reads "remember my login". If you indicate that you want it to remember your logon, the computer you're currently on will remember your logon for much longer. That feature is, of course, suitable only for computers on which you're the primary or only user.
Of course, if you have disabled "originating web site" cookies, the message board software will have no mechanism to remember who you are.