Is the "Disable cookies" option selected in your Soti Surf configuration?  If not, credential stored in cookies should be supported, at least within the same browser session.  Persistence between sessions is much more complicated, as policy/action can be set to clear cache of Soti Surf.

Thank you for your reply. None of those settings are disabled. 

This seems to be a feature not implemented in Soti Surf. It's a shame.