This seems like purely a cookies issue. UMD uses cookies to keep you logged in, plus to remember how you're sorting the forum, the white/black color scheme, etc.
If you are able to stay logged in while you are browsing UMD, but close your browser and open it back up to find that you have been logged out, then it may be the case that your browser is clearing your cookies every time it's closed.
Carefully check your cookie settings and make sure that it's not set to clear them upon the browser being closed or opened. Also make sure you're not surfing in incognito mode if your browser even has that.
MM
Stay messy, my friends.