Maybe you did clean your cookies? Some are stored there. And have a look in Tools>Internet Options>Contents to see if "userid's and passwords" is checked.
Always difficult to diagnose such an incomplete shutdown. See if the information in http://www.aumha.org/win4/a/shutdown.htm sets you on the right track.
But it might be that you've got to be content with how things are now. I don't thinks it's a battery anyway.
i have noticed the past few days that most of the websites that i have chose to remember my password and user name dont.... plus sometimes i have to hold teh power button onmy tower in until the comp shuts down- the fan doesnt always kick off after i choose shut down.... could my battery be going bad???? are they expensive? any thoughts- i run avg free and adaware daily. plus run ZA all the time... win 98se... thanks