If you tick the "Log me on automatically each visit" box when you login, it should remember you. This will fail, though, if you do not allow cookies on your browser (may be disabled if security settings are set to maximum) or if you use different browsers (Internet Explorer, FireFox, Chrome etc) between visits.
You should only be asked for a
CAPTCHA verification if you've had a few unsuccessful login attempts.
You're not the first to have problems, this has been experienced and resolved before...see
this "Problems with the site?" thread .