It seems like we have to split into two problems:
1) Some user have a problem that the automatically login dosn't work.
2) Some user have the problem that they can't login
For issue number one it seems like that I have found a solution.
You can go to the board with the URL http://www.ph-diskus.de/Diskussionsforum/
The cookie (Domain) setting is: .ph-diskus.de
The second URL was a forwarding to the first URL.
In the settings of the Domain (you have to look to settings on yours provider page) was marked "Frame-Forwarding". I changed this item to "HTTP-Forwarding". If you enter now our Forum with http://www.diskusforum.com
you don't see this URL in the adress line. Now you see http://www.ph-diskus.de/Diskussionsforum/
It looks like so that the problem of the automatically login is solved.
But for the second issue (general login problems) I havn't a feedback at the moment.