There are two possible reason for login problems:
-The first is if your password has "strange" characters. Start with a simple,
letters only password. Size does not matter :-)
-The second is the timezone (where you live) and the box time/date. A
successful login has a one hour validity, after which a new login is asked.
If the box date is not OK, you are logged out right after being logged in.
But this only happens after you set your timezone in the Setup->Time.
Initially it is NONE-0 and the above does not apply.
So, what is happening?
-"strange" charactyers in the password?
-Have you set the time/date?
-Two entry fields (Password and Again) are presented at the login, or just one
(Password)?
-Are you changing the password in the System->Utilities->Administering
password? (you say "once I change the password", but it is not clear what you
mean with that)
Anyway, you can always telnet or ssh the box from you computer, and use the
command line to try diagnosing the problem
Also, you don't need to unplug the power-cord to shutdown or reboot the box,
use just the front button (read the AboutButtonsAndLeds wiki entry
http://code.google.com/p/alt-f/w/list)
Joao