Vista - Temp. Internet Files- Not saving websites visited

I have Vista Home Premium 32bit.
Can anyone tell me why in internet options in browsing history my history is not being saved? It is not saving any of the internet sites visited, html documents. History is being saved under favorites (the star) then history. But this is not what I am referring to, I am talking about under tools, internet options, browsing history. Where it shows internet address, last accessed, last checked, etc. I am positive no one is deleting it. And have made sure under tools, internet options, advanced options that it is not checked to automatically delete it as well as in properties it is not checked to hide files. Also have gone to run and it has not been turned off there either.
Does Vista not keep this stored in temp. internet files like windows did? On our other PC (windows) it kept every website stored there.
Have had several people try to help me figure this out and no one can understand why the internet websites aren't being saved in temp. internet files.

Do you have any cleaner/registry programs like CCleaner? They will delete temp files.

Pretty sure we don't. This would be something you purchase or download, right?
Unless it came on our system when we purchased our PC, which I'm almost positive it didn't. Then no.

Any other ideas as to what the problem may be?