Help! Persistent cookies deleted every time!

My persistent cookies (ex. preference settings in Google or sign in info on Netflix..) are erased EVERY TIME I restart my computer. I have placed a number of website url's in the "allowed" section of the privacy tab (under the "sites" button..), including google and netflix, and the websites seem to be remembered as long as I don't restart the computer. I can shut down a IE8 browsing session and come back online and the cookies are still in effect, but if I shut down and restart the computer the supposedly persistent cookies are deleted. Very frustrating! I am running only Eset Nod as antivirus and Zone Alarm Pro as security right now...I have just completed a fresh install of Windows XP sp3 and I'm trying to run down this gremlin. I checked the settings on Zone Alarm Pro and they are set to allow cookies (cookie control is set to off...). Does Eset Nod have a system whereby it automatically deletes cookies on startup? Is there a setting for windows proper whereby it either deletes persistent cookies or doesn't recognize me as the same user every time I start it up? Am I totally just missing something? Any help would be appreciated. While this is not a show-stopping problem, it IS super annoying and I hate having something happening on my machine of which I am not aware and of which I currently have no control over...

Thanks again in advance...