I have several favorite sites that require login.  In the past when I checked the block which would save login information, I could return to the page and not have to re-enter login and password info to gain access.  Lately, when I select the "save login info" box it doesn't save and I have to enter login and password.  Somewhere something changed. . . how can I get Windows XP to save the site login info?

When you save your login info, what the site does is put a cookie on your computer that contains that info.
If you are running a program that deletes cookies, that is where you are losing the info. If you are running such a program, you need to exempt the cookies from those sites from being deleted.