I have this problem, too. (Yes, even if I check "remember me.") I sometimes see it on another board that uses the same software.
Anyway, here's a temporary, if unsatisfying fix: After you log in using hte login box at the top of the page, and it takes you to the board page that clearly does NOT show you as logged in, click on one of the board sections anyway (such as "Talk Tennis Updates). After you do that, you'll see that you ARE logged in - your "User CP" page is available.
I don't know why, but that first "landing page" will not show you as logged in even if you are, and navigating to another area of the board immediately after that fixes the problem for me.