Whenever I see a link I want to follow, I right click, and in the context menu that opens I select "Open Link in New Tab"
The original page is still open so there's no logging back in required.
I would think you have a browser configuration problem. Check your preferences to see if you have not ticked boxes to do things like not remembering Cookies.
When you sign in do you click the box that says "remember me?" With my Firefox browser, when I first access a site and log on to it, I get a popup box asking if I want Firefox to remember the logon. I always answer yes.
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PeterD Nissan Navara D23 diesel auto, Spaceland pop-top Retired radio and electronics technician. NSW Central Coast.