Nukecad:
Thanks for the tips, but no luck. The bank's tech help desk gave me the exact wording of the cookies (they are called cookies) and I have correctly put them (there are two files) in the options/cookies column to keep, but it doesn't work and I still have to each time get a code from the bank to access my bank account after running CCleaner.
Looks like I'm not the only one with this problem. How can I contact Piriform??