I think this is a bug but, if not, please feel free to move to the proper forum.
I don't remember which version this started happening (I'm currently using 3.04.1389 64-bit) but, recently, all of my cookies for Internet Explorer started being removed by CCleaner, even when I specifically designated them to be saved in Options/Cookies/Cookies to Keep. After a few hours of troubleshooting, I've figured out the problem. When you have System/Temporary Files selected/checked, it ignores your settings in Cookies to Keep and deletes the cookies for IE. I think this is a problem. I do want all of the other temporary files deleted, but I specifically want specified cookies to be kept. This behavior does not occur in any other browser - it's just with IE (I've tried both versions 8 and 9 RC).
Having said that, if this is the way it's supposed to work, there probably ought to be some documentation somewhere as, clearly, if you select Cookies to Keep, you would think CCleaner shouldn't delete them no matter what other settings are checked.
It maybe that you are running ie in "protected mode" which (I think) stores cookies in the %temp% dir
I just checked and I am running IE in protected mode. However, when I turn it off, I get the message "The current security settings will put your computer at risk." So likely not something I want to do. IE cookies are being stored in the C:\Users\[user]\AppData\Local\Temp\Cookies folder. Having said that, as far as I remember, this problem just started very recently. Did CCleaner handle protected mode differently in earlier versions? I'd rather not start installing past versions to see where the change was made but, if that's the only way to resolve this problem, I might have to. Any thoughts? Thanx.
Appreciate your post. However, I'm not inclined to turn off protected mode if this is a bug in CCleaner. If CCleaner specifically does not support saving cookies in IE with protected mode on, I'd like to just know that. However, if it's a bug, I'll look for the fix in future versions. But, either way, it would be great if someone could at least document which it is. Thanx again.