For some reason the checkbox wasn't working for me.
It seems my browser was treating the forum cookies as 3rd party cookies and deleting them at browser close.
I think I have managed to fix this now.
What I was referring to was that when logged out, every page has, at the top right, a login form that redirects to the board index.
Getting this to redirect back to the page you are already on can be done by adding something like
the relevant php code. (Somebody who actually programs in PHP would know for sure.)
Now that I think about it I could have written a small Greasemonkey script to do it for me and not bothered you.
Sorry about that.