Ever heard of passwords? And the GUEST account in Windows XP? Both are very helpful to keep unwanted visitors out of your own account.
Ever heard of backup? That's saving your valuable information elsewhere ready to be 'restored' if something happens with it.
That being said, I wonder if they deleted 'cookies' or 'favorites', or just 'history'. Most sites run perfectly without the cookie they left the previous time, but might require you to re-enter preferences or passwords. After all, they should be able to attract new visitors and the first time nobody has a cookie.
Then it depends how they did what they did, and you don't write that. If they used Explorer, the deleted files may still be in the Recycle bin (unless they used shift-delete). If they used Tools>Options in Internet Explorer everything is gone.
Finally, to ease future backup of favorites (I don't think there's such a thing for cookies) in Internet Explorer, do File>Import and Export ... and export your favorites. They go into a nice file bookmark.htm, that you can easily put away everywhere you want (including even good old diskette).
Hope this helps.
Kees
Hey everyone, my friend's were over today, and they decided to delete my Internet Explorer's cookies to 'save me some space' on my hard drive...well I had ALOT of sites that I needed and I lost them all and I'm wondering how I can restore them back...Is there a program or trick that can restore the deleted/erased cookies??
Thanks

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic