Try Tools, Options, Advanced and make sure that 'Empty Temp Internet Folder when browser is closed' box is not checked; and recheck your History settings under 'General'. Or have you got Tweakui installed, with 'Paranoia' set to delete all history on shutdown? Alternatively, save the pages you want as Favorites, with 'make available offline' checked.
[This message has been edited by Hew Jampton (edited 07 January 2001).]