I've only got the one cookie, from market.renderosity.com. On an ASP system, IIRC by default you only get 20 minutes with no activity then the system kicks you off. Seems similar to what's happening here since I've noticed that if I log on, then go do something else for a while, I have to log in again when I come back. I don't know much about PHP but presumably it works in a similar way?
Might explain why Stacey isn't seeing this - she's on the system all the time, never hits the timeout.

Steve