Moved to correct section.
Benny is this only happening on forums or other websites too?
I have just had a search about as i have not come across this before and dont think it is anything to do with your connection or your DNS settings which i intially thought.
It sounds like the forum in question is using a Joomla front end.
I found this resolution but this is for admin on the forum to do and not a front end user, i presume you are just a front end user?
To resolve your problem please enter in your admin control pannel of vBulletin >> Options >> General Settings >> Search "Post Referrer Whitelist" and ADD the domain.
Example:
Your forum is in: http://forum.example.com
Your joomla is in: http://www.example.com
In order to make to work the login you add the .example.com domain
sorry i dont know that much about joomla.
I hope some one else can help you out with this issue.