Internet Explorer 6 problem

When I use IE 6 and restart or shut off the pc,the pull down list of websites I typed in the address bar disappears all the time.They only remain in standby mode.
The history list works fine and is set at 10 days.

Is there any way to fix this problem or is it just some glitch in IE 6 you have to live with?

I have Windows XP.

On the browser my ISP provides,which I usually use,it keeps the websites in the pull down list all the time and they never disappear.