I just checked this feature under Ubuntu using Firefox. I closed Firefox and restarted Ubuntu. The feature appears to be working fine.
So let's cover the basics and work up from there. Confirm that you are doing the following:
From the forum home page, select "Login" in the upper right corner; next to the "FAQ" link and below the "Search" box. This takes you to the Login Form.
The login form has two fields and two checkboxes.
Enter your Username and Password, check the box labled "Log me on automatically each visit" and click the "Login" button. Both text fields and the checkbox must be set before clicking "Login".
If this does not work, verify that Firefox is remembering your cookies:
On the Menu Bar, click "Tools", "Options"
On the Options window, select the "Privacy" tab
Verify that your "History" drop down box is set to "Remember History".
Still not working?
Go to one of those other web sites that you visit. The ones who remember you from visit to visit. Then log out of their forum. Restart Firefox and see if you're still logged in to that site.