OK, the problem is related to how you access the site.
Different sessions and cookies are used when accessing your domain using:
www.domain.com and just domain.com
therefore, to fix this issue you will need to either contact your hosting provider to make sure all domain.com are forwarded to www.domain.com or use an .htaccess file to do that. This will make sure that accessing the domain is consistent and there is no loss of sessions or cookies.