What do you want the behaviour to be?
Most preferably would be behaviour like phpBB: option to set a Session Length (which I understand is not (yet) supported by Coppermine) or even beter: when opening a new browserwindow an obligatory re-login (though I do not know how to realise that). Resulting in a cookie that is only valid for the window it has been made/started in?
Currently, I just found out, even after rebooting the system (W2K), logging in the same user and browsing around some, my login is still remembered. Because these systems are used by several people with the same user-account, this is not quite the way I like it.
phpBB is running on the same server, no integrating of both however