DavRo thanks but it was a different problem
I had told the computer to delete cookies when I shut the computer off. I followed your route to Tools > Options > Privacy > History and saw that Accept all cookies until they expire was already checked. BUT unchecking Clear history when Firefox closes reversed the problem (I had checked it -- now I unchecked it). Thanks for directing me to that location. Yahoo! keeps me logged in now!
You can still let cookies expire if you close Firefox and make an allow exception for Cookies that you want to keep. Don't use Delete browsing, search and download history on Firefox as that will remove all cookies.
Tools > Options > Privacy > Cookies: "Exceptions" Tools > Page Info > Permissions
See also http://kb.mozillazine.org/Cookies