I've found since installing IE7 that I can't stay logged on to websites. The workaround (for me) was to clear then reinstall and whitelist the relevant cookies (made a difference, but not for long) and (I think) the main thing is to disable "delete index dat files".
This has worked. Too bad if I actually want to delete these files, which I will periodically, but I sure hope ms, or ccleaner can develop a fix.