I have seen similar after IE process is terminated, or crashed - I think if it was trying to close at the time (I guess probably corrupted the index file)
Ken
Only two things are infinite, the universe and human stupidity, and I'm not sure about the former.
Albert Einstein (1879 - 1955)
"Today, everything has gone - all my login details for sites I use frequently, hi-scores for several games, and so on."
I thought that these details were stored seperately, cookies speed up opening sites.
I regularly delete mine with no problem.
At work when we have security updates, then I loose this kind of data.
On another site some one claimed IE8 can do this and refuse to remember them again but I use IE7.
Coincidentally, the same thing happened to me yesterday with firefox. Lost all cookies as well as some plugin caches like adblock's filter list. Twos weird.