Every time I close Internet Explorer, all temporary files (including cookies) are deleted. IE has a setting for this (Tools > Internet Options > Advanced > Security > Empty Temporary Internet Files folder when browser is closed) but the setting is turned off. I tried cycling it on and off again, with no luck. I can open the Temporary Internet Files folder and watch all the files vanish each time IE closes. How can I get the temporary files to stay where they belong?
UPDATE: Unfortunately I no longer have access to this particular computer (it was another employee's laptop, visiting from a satellite office). When I see it again I'll update this with any solution I find.