Problem with automatically logout Windows user

Hi, I am using mixed authentication in Sharepoint - FBA & Windows auth. It works fine for FBA users but when I use Windows auth. in f.ex. in Internet Explorer and when I navigate through different objects, like sharepoint lists, settings in the list than I am often redirect to login page to authenticate again.

Edit: I am using custom login page - maybe here I should do sth more, but for Firefox it works fine but not in IE.

So it looks like cookie for Windows user in IE has very short time but in FireFox it works fine as I see.

Thanx for any info.