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It could be built into the cable modem, but if so it should show up on other sites you use that require a login as well. It's all just a guess.

Cable modems are notoriously insecure. You may have some built-in firewall software on it. Dial-up modems almost never have that sort of thing.

Snoop: this is just a wild guess, but from what it sounds, you might have some firewall or spam blocking software that could be blocking your login cookie to this site.