The only reason for that happening could be that the authentication ticket(cookie) that you must be creating is persistent. you should create this cookie as non-persistent and this problem will not come.
look at this article here: Understanding and Implementing ASP.NET Custom Forms Authentication
What you must be doing is:
where the true specifies the persistant mode. so do not create a persisitant cookie. create non-persistant as
I hope this will give you some pointers. if od doesnt help let know what you found at your end and I will try to see what else could be the problem.