If you are using Firefox, goto Tools up the top then click on options. You get the options window come up, click the tab that says privacy. In the last section there is a box that says "Always clear my private data when I close firefox" if you check that box you will be fine! As all forums remember your username if you read your PMs etc etc, by way of a tracking cookie. Tracking cookie does not mean it compromises your security, it merely uses that to track your progress through the site. So it can tell you if you have a PM that needs reading, whether there are new posts to read and which ones you have already read etc. Checking the box above means every time you close fiefox, all that data will be removed including the cookie that was used for the session! So if you check the Always stay logged in box, you dont even need to log out properly just close Firefox and it will log you out and clean up! That is also why you cant even log onto any private forum without having cookies enabled (or at least adding an exception for the site in the cookies section in options). If you are using another browser (like Chrome or Iron) you can do the same thing.
If you are worried about your privacy when accepting cookies, you really should not be in this case. If you are using a proxy server your real IP is safe (like usual), and only your activity on the site can be seen by the server that sent the cookie (like which topics you were reading etc).
,at least i'm condtioned to log out 
) or some other method 