Great plugin I am using with S2Member as well.
I have a really odd thing that when administrators login with the widget they are not 'Kept logged in" they login and it looks fine then hit an admin only page and are asked to log in again. It feels cookie related and I have W3Total Cache running but the plugin page says you work with all of them.
Is there a cache setting I need to tweak? Non admin users seem fine and only admins have the WP Admin Bar and I am wondering if that's casuing the cookie type issue.
Any insight would be great! Cheers!