Do you connect to the internet through a proxy that may randomize your IP address?
(check here: http://www.whatismyip.com/ It usually knows if you are connecting through a proxy.)
If this is the case, if you start a session on the forum, and then your proxy changes the IP address you are connecting from then when you hit submit it would normally continue the same PHP session, but if your IP address has changed it gets all confused and makes you start a new session (as a security measure mainly.)
This could also happen if you are on a dial-up connection and disconnect and then reconnect before submitting. When you reconnect your ISP will often assign a new IP address to you.