I had CCleaner set to keep my Times Crossword club cookies which contain saved crosswords. This has been working fine up to the last week. Suddenly for no reason the cookie was removed when I use CCleaner. It now deletes all cookies. I tried unchecking Firefox cookies but this is ignored and all Firefox cookies are removed. I keep both CCleaner and Firefox 3 completely up to date and both have been recently updated. I updated CCleaner today and it was happening prior to this.
I did notice something strange before this happened. Several times when I went into Firefox a large number of cookies were present even though I had just used CCleaner so it appears that it wasn't deleting any cookies at all.