John, What are you running for OS, browser, and firewall or anti-virus.

Had one user that reported being able to login but the login not taking and he got no error messages, but was still a "Guest" Exactly the symptoms of having cookies disabled. At least you are able to login, so your system is saving the cookie until you close the browser session.

Anyways, something somewhere has changed because this Vista system, running IE7 and AVG Free ver 8 still works on NAT but when I tried to login to my eBay account, I got an error message that I needed session cookies enabled or my login wouldn't take. I had to go into Tools|Options and then under the Privacy tab, I added the eBay URL as a Site and told the browser to always accept cookies from that site. Seemed to work for me. You may want to try something similar for the NAT site.

I am not sure who changed what, to have the problem appear out of the blue.