In short, Internet Explorer fails in very odd ways as the number of files grow in the Temporary Internet File (TIF) cache. I use Disk Cleanup and check off TIF.
There are more articles about this and other errors in IE, but Microsoft has not fixed the TIF issue since its expected the user will "know".
Look up IEFIX on google.com and consider that as well.
If you changed Microsoft networking to disable the logon prompt, these password saves can vanish.
I am running Windows ME / IE 6.00
My passwords are not remembered suddenly at some of the sites I visit. This is a new problem and on some sites it works and other it does not. Have gone to Tools > remember password, with no luck.