Login sequence goes OK, no errors. When I click any link or refresh a page, the session is lost.
I'm using my livejournal openID account and opera browser. IE9 does the same.
This behavior should be fixed now in IE9 and Opera. Sorry for the inconvenience.
I got repros for this behavior in IE9 and Opera only. I didn't see the behavior on Firefox or Chrome, but if you were experiencing it I'm guessing that's fixed now too. It seems that Opera and IE9 have different policies from Firefox and Chrome when it comes to leading-dot/no-dot domains on cookies.
It seems there are some browser issues related to login session. After trying Opera even cache clearance didn't solve problem.
But using chrome after clearing cache login process flows as normal.
So I advice using chrome and clear cookie history (at least for Stack Overflow)