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Yes, but you also have to not delete them, or run programs that delete them. Sometimes certain programs and computer cleaning softwares get setup on schedules to clean things, and cookies are usually the first to go.
EDIT: Whether you run a cleaner program or not changes nothing - as cookies often expire anyhow. TirithRR's points are moot in your case.
EDIT: cookies that expire are there for one reason - to protect your account. Whether we want that extra layer or not, it exists :/ I know the frustration, I do that almost every time as well.
EDIT 2: Not sure if this will help to explain, but...
http://en.wikipedia.org/wiki/HTTP_cookie#Expires_and_Max-Age
A good test would be to login to your account on your boyfriends comp and see if it has the same issue, if not then it is a problem with your computer.
Usually it can be caused by people running CCleaner or a similar program, no Microsoft default programs that come with windows should affect it. You could try and use only Internet Explorer (I know it's painful xD) to see if it has the same issue.