Andy, and anyone else having a problem with this ... your DC log-in information is stored in a "cookie" in your Windows\Cookies directory.
It sounds like you have something set wrong on your computer somewhere that is preventing the "cookie" from being written, or updated. It could be that you have "cookies" turned off, or a security setting in something that needs to be told to allow this site to write cookies ....
Don't know what you're running .. but this is an idea on where to start looking for a solution to the problem.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain