When I click on 'Home' I am not logged in anymore

It works fine in Mozilla by the way. The error is caused in IE.

I’m sorry, the bug is also in Mozilla.

Once the user is authenticated, the plugin uses the WP function wp_signon() to establish the user as logged in. As this is a well established WP function, it’s unlikely there’s a bug in the process.

WordPress uses cookies to maintain login state. Based on how cookies work, it could be possible that site configuration could lead to a problem. If your site uses ssl on some pages but not others, that could be a problem since the auth cookie would not be recognized.

Another distinct possibility would be cacheing. If you are running a cache plugin, or your host employees server side cacheing, you may find that you are actually looking at a cached version of the page instead of seeing yourself as logged in. If you employ some type of cache program, you may need to adjust certain settings to account for logins.