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[
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What you must be doing is:
FormsAuthentication.SetAuthCookie(username, true);
where the true specifies the persistant mode. so do not create a persisitant cookie. create non-persistant as
FormsAuthentication.SetAuthCookie(username, false);
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.