That never happens to me, so I'm kinda guessing, but I suspect that problem arises because you are not allowing cookies in your browser. Allow coolies from this site.
If using Firefox, you can have it delete all cookies when you close the browser (or it can keep a few selected ones, like this sites log in)
But when it happens (again guessing), simply log in then, and then back arrow to the message page, and it should still be there, until you break the connection to that session.