Check the field Domain Prefix on your Customer Profile and see if you have an invalid character.
We found this out when a customer used an "_" in their domain prefix.
After extensive testing and troubleshooting, it turns out that IE will not "save" session variables when the URL contains invalid characters. In this case, the prefix had an underline character "_". IE considers that an invalid character and as a result would not store the session variables. The session variables store values that are used from one page to the next. Because these variables were not being "remembered", the registration page was bouncing the user back to the login page.