Ok... look at the last post on this site
http://forums.asp.net/917106/ShowPost.aspx
I changed the cacheRolesInCookie parameter to false in my web.config...
This seemed to solve my issue!
Ironically, the host for my site that is working for me is currently experiencing connectivity issues, and the server is down... so I can't compare settings.
Thanks all who participated in the troubleshooting process!
And thanks, Peter, for a great product, still.
I hope your next release of DMX will be stable for DNN4 w/o any troubleshooting!