As a few people have unfortunately discovered, those still running Site Server-era code on Commerce Server 2002 discovered that ShopperID cookie is set to expire on January 1, 2010. Whoops!
This can be worked around by manually setting an expiration date on the ShopperManager object. Or the code can be migrated to AuthManager and not have this problem (by far a better solution). Or better yet, upgrade to Commerce Server 2009 and ASP.NET Membership.
If you have run into this issue, please check http://support.microsoft.com/?kbid=2012742 as put together by the support team.