By registering with the site, you are given the ability to post messages, and the highest message number that you read is stored. This allows the board to indicate where you left off. As the message number information is stored on the server, it will be available regardless of what computer you use. Additionally, when the registrant is logged in, user settings, like the number of messages seen per page, can be altered by selecting the appropriate value in the Profile.
By checking the "Stay Logged On" box in the Login section, you are saying that you do not want to have to log into the site each time. A cookie is placed on your machine that will indicate to the system that the user of that computer should have all the properties of being logged in.
If you do not want this feature (perhaps there are several people in your household using the computer), do not check the box. If you have checked the box and have decided not to utilize the feature, click the Logoff link on the main page. The cookie will be removed and you will be required to log in after about 20 minuts of inactivity on the site.