Resolution:
Using IE 5.5 or IE 6 with security patch MS01-055 on Windows platform to access TIBCO Administrator 512 will cause session persistent issue such as the log on box keep appearing and can not log on to the Administrator GUI if the Admin server host name or domain name contains characters not following the RFC833 domain name naming conventions. Allowed characters are alphanumeric, "." and "-".    Resolution is to change the host name and domain name to use alphanumeric characters or use IP address in specifying the server URL.    

     For detail, see Microsoft article: http://support.microsoft.com/default.aspx?scid=kb;EN-US;316112#appliesto