The only thing that the auto login does for you is set the cookies to the username and password values you enter if the box is checked. The login code will look to see if these cookies exist and if so will attempt to log you in on those values. If the cookies exist and you are just being denied access this would indicate a problem with the access rules you have applied to the restricted pages.
To better help determine what is going wrong please post back and include copies of your registration page, the login page, the page you are supposed to go to after a successful login, and a copy of your WA_SecurityAssist > HelperGroupsRulesPHP.php page. Please make sure that no sensitive details are left in these files since they will be posted publicly.
I will take a look at the files involved in the process and let you know what I uncover.