Deary me, lol.
First, In the bottom right hand side of IE it says Internet - double click it - Select LOCAL INTRANET, then click sites and make sure there is a tick in all the boxes then click ok.
Then, making sure that LOCAL INTRANET is still selected - Select Custom - Scroll to the bottom - select "Automatically logon to intranet zone only"
Also, make sure that both types of cookie sessions are enabled.
Fingers crossed that this will sort it.
Regards.