Just a thought. Have you tried a different browser. If You are running Microsoft. Internet Explorer 7.0 is now available at http://www.microsoft.com and Firefox 2.0 is available at http://www.mozilla.com/en-US/firefox/I'm having this exact problem, and it is frustrating. I suspect some browser configuration parameter, but I don't know which one. Do note that I do not automatically log in (when I try that option, it doesn't work for me anyway).
Firefox will leave your current browser alone. IE 7.0 will write over you current IE 6.0 install though