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I've had this problem before, but it eventually stopped. Now, if I happen to end a session abruptly, I have to log in again into every site when I begin a new session. There's definitely an issue with my cookies, but I don't know exactly what is. Any help with this situation would be very welcome.

Try this:

Tools-> Options

Make sure that both boxes are checked, and that the dropbox says "Until they expire"
Also check that you haven't got "Always delete my private data when I exit Firefox" engaged.
Last, try checking your exceptions list, and your firewall.
If none of this works, just start a new user account and make sure not to mess up the settings on that one.


Edit: Maybe there is a 'restore to defaults' button somewhere?

If you have the newer version of McAfee there is a privacy setting that deletes your cookies on exit.

Try creating a fresh profile: http://support.mozilla.com/en-US/kb/Managing+profiles