^ Normally that's a database sessions problem, and/or cookies.
Open up your config.php and find this code:
Code:
#
# Store sessions data in database
#
#
# Select the sessions mechanism:
# 1 - PHP sessions data stores in the file system
# 2 - PHP sessions data stores in the MySQL database
# 3 - use alternative sessions mechanism
$use_sessions_type = 3;
If it's not at 3, change it to 3, otherwise just try 2.