Ok, I've fixed my problem as well. Since I haven't used IE since I opened the forum and gallery, IE didn't have any cookies. (I don't know why cookies aren't stored in a centralized location, so that any browser can use any cookie??)
I always thought just viewing a page (opening in browser) would give me the cookie. But I guess not. After I logged out and logged back in with IE, apparently I got the cookie. Because now I stay logged in, when I use the IC Gallery tab to access the gallery.
So if anyone else encounters this problem, make sure you have a cookie in whatever browser you might be using (because the gallery uses the forum cookie, the way I understand it). And you have to log out and log back in to get the cookie.
(I don't really understand why logging out and logging back in was necessary, because I WAS logged in, which as I understand it, I would have had to have the cookie to be logged in in the first place. Idk, maybe there are more than 1 cookies??)