losing IE9 cookie information for yahoo and other sites

Hi, I logon on to Yahoo, check the box to stay logged on, but appears cookies are deleted when my session ends. I have checked "Always allow session cookies" in the advanced override section of IE9; yet, problem persists. This is a new problem and does not appear to be related to a recent patch last updates were applied on 6/29/2011.

thanks

Your cookies are corrupted.
Download and use ccleaner. Make sure cookies are checked as well as temporary system files. Do not tick any registry enteries.
You will have to log in etc to all sites for the first time, since cookies will be deleted.
http://www.piriform.com/CCLEANER