Admin Panel session expires soon.

[bhavdip +]

Hi.
When I login to the admin panel (www. mysitename .com/administration/login.php) and try to do some administration work, my login session gets expire immediately and I have to relogin again. I want to extend my login session or if possible I want to to make it such like until I click logout button I should not be logged out.?
How should I do it... & if there is any other way of logging into the admin panel instead of writing full address (www. mysitename .com/administration/login.php) .. Please Help..