Your internet might be so that after u close it it deletes all history.
That used to happen to me and i know how to fix it here you go:
Open up internet explorer.
Click on "tools" (Alt+x)
Then you'll see a drop-down list and at the bottom there will be a thing that says "Internet Options" Click on it.
Then you'll see a pop-up and there'll be an option that says "Browsing History"
In that category there will be a checkbox that says "Delete Browsing History on Exit"
If its checked, it will delete all progress on close of the internet. Uncheck and VOILA! then your data won't be deleted on leave ;)
You're welcome! :D
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