The answers to your questions:
Q: What is your set up specs and what software etc. firefox ? ie7?
A: I am using Firefox
Q: All those cookies in cookies to delete column?
A: Yes, they are.
Q: All your boxes checked under browser?
A: Yes, they are.
Q: Are your settings being saved?
A: Yes, they are.
Q: Under OPTIONS > ADVANCED IS save all temp files unchecked?
A: Yes, it is.
Q: Are you logged in as an Administrator?
A: Yes, I am.
Regardless I still can view those sites
Any other ideas?
EDIT: I'm not sure what happened, but all those sites have now been deleted. Thank you davey for giving your advice.