Why are My Cookies Being Deleted in IE8?

Ever since I upgraded from IE7 to IE8 (first to the beta, then to the released version), I’ve seen that my cookies seem to disappear from time to time.  This is evidenced by the fact that I need to log in again to such innocuous sites as my.yahoo.com.  I’ve finally figured out that this seems to be happening every time I reboot my machine (or it decides to crash upon waking up from hibernation – this happens all the time.  ARGH.)  Sometimes it takes a while to see patterns in these things.  Or I just ignore it until it bugs me enough to do something about it.

In searching for a solution, I’ve seen that a lot of folks are having problems with IE8 and CCleaner with respect to cookies, but I’m not running CCleaner.  Some other posts led me to look at the Delete Browsing History screen below.  You can get to this either from Tools / Internet Options / Browsing History / Delete or from Safety / Delete Browsing History…

imageAs I understand it, having Preserve Favorites website data checked means that content belonging to sites in your Favorites will preserve their cookies and temporary Internet files.  But I rarely use Favorites (sort of a perverse laziness).  Now I really like cookies.  I don’t really worry too much about my privacy at this level and I don’t *want* to have to retype my usernames and set other settings all the time.

Unfortunately this screen is an *active* delete of browsing history, so I don’t think that changing anything will have an effect.  I’m not the only one complaining about this out on the ‘Net, so hopefully there’s a solution out there somewhere.  Let me know if you find it!

I’ve posted this question to the MSDN Internet Explorer Web Development Forum but so far, no responses.