Just in the process of setting up moodle as our vle. Got it up and running on our website host at the moment whilst we're trialling it. Managing to find my way round it gradually and slowly! But I've set a login box on the front page using blocks, but it retains the username after logging off and it still there when I reopen the page (I know I could post on the moodle site, but I'd thought I'd ask here first:)
We had this - it is a cookie called moodleid (I think). It fills in the username for you, so if you don't allow it, the box stays empty.
Hope this helps