Yes, when you are adding or editing setting for the second product (after you have already uploaded a file for the first product), instead of selecting Single File Download, you would enable the setting to "Package files from other products" and select the first product with the file from the list that will appear. See more information on this help page:
http://www.e-junkie.com/ej/help.package.htm
Regarding the login checkbox, you might try clearing your browser cookies. Also for security purposes, you won't stay logged in if you change locations or otherwise get a new IP address assigned between connection sessions -- some home Internet connections may assign a new IP if you don't use the Internet for an extended period of idle time. This ensures that if your computer is stolen, nobody would automatically be able to access your account to tamper with anything there.