This has been an issue for quite some time now, I figured it would get noticed and fixed but it must not be as popular an issue as I thought.
It seems CCleaner will always reset the order of favorites on the favorites bar in IE, even with all the IE options unchecked, this still happens. I believe one of the advanced options is the cause of this but unsure as to which one.
The following directory should be excluded(Win7):
<drive>:\Users\<name>\Favorites
As I believe the order of the items in the folder is being reset, and resetting the positions of the favorites on the IE bar.
If that's not the root of the issue, then I'm unsure what is, but I'm pretty confident it's one of the advanced options that's causing it.