...Once I logout, the module disappears. I do see my text/html module at the bottom of the page where I originally put it before assigning the wedjet container.

Any ideas?

Wedjet is a contaier it has no relation with the roles that you have logged in.

Is there any other module on the page doing anything with the cookes like clering all cookies etc?

showing and hiding of the modues depends on the cookie named <%=ClientID%>wigetclosecheck

where <%=ClientID%> is a ModuleID you have applied.

Hope this helps!!