Hi,
Well, it's normal that you loose your cart once the user session expires. However, if you were logged in, then your cart was saved and logging in again will give you back the cart. If you weren't, then the cart is lost for good.
If you want to modify the add to cart notification box to include that "To save you basket please log in" message, you can use a translation override of the text already int he notification box:
www.hikashop.com/download/languages.html#modify
However, I would rather recommend to add that message to the cart module (supposing that you have it displayed) with an override of the file "cart" of the view "product".