1. Which version of CCleaner are you using? This problem was reported for v1.23 but appeared to have been fixed in v1.24.
2. Check to see if the [username]@webaddress[1].txt files in C:\Documents and Settings\[username]\Cookies mirror the Cookie:[username]@webaddress/ entries in C:\Documents and Settings\[username]\Local Settings\Temporary Internet Files
The two lists normally match each other (except for the difference in syntax), but can go out of synch for reasons unrelated to CCleaner. If you have .txt's in the first folder for which there are no corresponding entries in the second folder, they won't display in the CCleaner Options > Cookies windows. Only the "paired" cookies will display.