Log-in Information/Cookies get deleted after every startup (And something else)

[Candora]

Every time I start up my computer, all the log-in information I want to have it "remember" is all gone. This happens most likely everywhere I believe a cookie is being used to save this data. On programs like Windows Live Messenger, and Internet accounts like YouTube, Gamefaqs, and even on this site.

I don't want it to do that, so please help me figure out this issue.

On a different topic, this has happened for a while, but some of the files on my computer have their name in blue instead of the standard black. Why is that?

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[patio]

What Browser ?
What protection programs do you have ?

Blue files mean they have been compressed...

[Candora]

IE mostly. But Firefox seems to lose it too.

WinPatrol, Spybot Search & Destroy, SuperAntiSpyware, Comodo Firewall, Avast! Antivirus

[Broni]

Do you use any cleaning program (like CCleaner) as a startup?

[Candora]

It is installed, and there was an instance where I accidentally hit it, so it went running for a while, so I quickly tried to stop it. But I'm not sure if it opens every start-up. I haven't seen it open during startup

[Broni]

Download HijackThis:
http://www.trendsecure.com/portal/en-US/tools/security_tools/hijackthis/download
by clicking on Download HijackThis Installer
Install, and run it.
Post HijackTHis log.
Do NOT attempt to fix anything!

NOTE. If you're using Vista, right click on HijackThis, and click Run as Administrator

[Candora]

Complete!

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[Broni]

Your computer is infected.

Read here: http://www.computerhope.com/forum/index.php/topic,46313.0.html
Start new topic here: http://www.computerhope.com/forum/index.php/board,7.0.html
Do NOT post any logs in THIS thread.