Session/Login For My Site

I recently installed W3 Total Cache on my site. I love the performance … at first. I am now realizing that after “trying” to log in to my site, front end via wordpress page using wp-members shortcode, that all pages have the user signed in. To help expedite the help, I have attempted the following.

1) “Don’t cache pages for logged in users” is checked
2) “Cache posts page” is not checked
3) “Don’t cache front page” is checked
4) added “/wp-members*” (without quotes) to “Never cache the following pages:”

After all this I disabled all caches (post,page,database,object, etc.) and every page thinks no user is logged in.

http://wordpress.org/extend/plugins/w3-total-cache/