You have stored a link to that cache page in your browser toolbar, Bookmarks/Favourites menu or desktop icon. When you are not logged in the site makes you log in before it shows the requested page. You can test this by next time writing manually the URL www.geocaching.com/my in address bar instead of using your quick link to geocaching site, it should take you (after log in page) to My Page.
To fix the problem: Use browser's "Edit bookmarks" (name depends on your browser) feature to fix the link
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Go to My Page manually and make a new link. Then remove the old link.
Thanks, I deleted the short cut on my desk top and then put it on again and it works right now.
Thanks for the advise.