Login bug

I have a private blog. In the past after logging in I would be taken to the front page of the blog. However, now I remain at the login page but with all the administrators links, i.e. I am actually logged in but still at the login page.

This started in the the last few weeks. This does not happen everytime. In fact I posted this story a week ago, only to delete it soon after as it stopped happening, but now its happening again.

This is very confusing for people trying to login to a private site, as they don't think they are logged in but they actually are logged in!! Please help.