I don't know what "search LOL" is supposed to mean. But you can take
these words of wisdom first - never post your real, unmunged email
address on Usenet or messageboards. It will get harvested by spambots.
Here's a link explaining that:
http://www.mailmsg.com/SPAM_munging.htm

Now, to your problem - you've got some kind of "security" software
installed that is deleting your cookies. Perhaps Spywareblaster, IE
protection by Spybot Search & Destroy and/or TeaTimer, or perhaps you
didn't uninstall all the stuff you downloaded from the ISP. There
really is no way for us to know what you have installed on your
machine. Since whatever it is must be running in the background, do
clean-boot troubleshooting to track down the culprit:

Clean Boot - http://support.microsoft.com/default.aspx?kbid=310353
 and How to Troubleshoot By Using the Msconfig Utility in Windows XP -
http://support.microsoft.com/?id=310560

Malke