i have resolved the problem.
session configuration is ok but i had chmod all files to 777.
When i created a new folder with a new install without doing that chmod everything works fine :-)

It is totaly correct how you understand the problem.
I installed the package and first time i logged in everything works fine, next time i logged in this happens everytime.

hmm, i have enablet cookies for all sites but its still not work.
I have done this in tools --- internet options -- security
Any  other way to do this ?
Or maybe anyone have another suggestion on the problem?

Can anyone help me, i have installed latest package sucessfully but each time i follow an link in the navigation the login screen shows up again.

What have i done wrong?