The only time mine will lose them is after I've cleaned up my disks, but that's my fault because I get rid of cookies too. Maybe you're doing the same.

Good question. Thanks for asking it.

I never use the option to remember my passwords. I know that sometimes the sites will ask you to sign back in for safety. Of course, from time to time, I have to think what my password is. LOL I have a small book that I started with my passwords for the sites, but it is so jumbled now that I don't know whre to look for it. LOL

IE forgets mine also, so does Mozilla, so I recently d/l Opera and haven't had any trouble. I really like it better than the other two...As a start up page you chose 9 of your top favorites and d/l them on the start up page. Bam... there they are. I have things like Google, Cutie, church website etc... You still have have bookmarked favs too. It's free and very fast.

You may have an antivirus program set to clear cookies and temp files every so many days.

I prefer mine set to not remember(safer these days, I think). But it does sound like a cleaner set to tidy up your PC for you, which is a great idea :)
A little address book with an alphabetic tab down one side makes things easy to find.