I noticed that if you log in using the “Login to view private messages” link/button it does not suffer from the login in twice problem. Therefore it does not reset the new messages count/list to none. It does require you to click on the “–Rule the Rail–Forum->” link at the top of the page to get to the forums, but that is much better than having the new messages list reset.
I think it has something to do with cookie settings on your machine. I don’t know what I did following a rebuild of this machine but I know longer suffer from the problem – indicates a client side issue though.
A little late but thanks for your reply. I have tried different kind of cookies settings. But it doesn’t help and slowly but surely it gets on my nerves (what is not your fault, of course )
As I wrote, this is the only forum I have these problems.