I don't know why they get deleted but when you enter the sites to the list, Windows seems to add entries to P3P\History key in Internet Options.

The following command would save the list in a file called "SiteList" on the desktop:
 regedit /e %DESKTOP%\SiteList.reg "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\P3P\History"
(that is a single line, take care if it wraps-around)

To add the list back, double-click the SiteList file that is on the desktop. This would cause regedit to add the list to the registry with your permission.

- Chirag

 PowerShow - View multiple PowerPoint slide shows simultaneously
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Hi Tom,

Not sure why they are being deleted, I'll have to search more on this or
perhaps someone will jump in here and tell us. You might also ask the
question in the IE newsgroups. Once you rebuild the list you can save it by
using the Registry Editor. Click Start, in the Start Search at the bottom
type: Regedit

You will see it appear at the top. Right click that and select Run as
Administrator
Look for the following branch...

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet
Settings\P3P\History]

Highlight the word History and on the File Menu select Export, make sure at
the bottom under Export Range, "Selected branch" is checked. Give it a name
and where you want to save the file then click Save. Just remember you will
have to periodically update the Reg file as you add more sites, so you'll
have to Export the same branch each time and say yes to overwrite the
current file you have. Just be sure all the sites you have created are still
there before you do. Might be a good idea to Export two of them and name one
Block Sites 1 and Block Sites 2 so you won't loose any if the Branch has
gotten deleted as you say is happening.

If the Branch gets deleted and you need to restore, simply right click the
Reg file you saved and select Merge.