The links that I've typed in my address bar keep disappearing. How can I fix this?

I'm using Internet EXPLORER and my OS is Windows ME.Scan for Viruses, Trojan Horses and Spyware.

Virus scanners
AVG Free
-- Anti virus scanner
Trend Micro Housecall
-- Online anti virus scanner.

Anti spy/malware
Microsoft Antispyware
-- Anti spyware scanner. Windows XP Home and Professional only.
Spybot Search & Destroy
-- Anti spyware scanner
Adaware SE Personal
-- Anti spyware scanner

Firewalls
Use both a HARDWARE and software firewall.
Be advised as dual software firewalls may cause problems

ZoneAlarm Free
-- Free firewall - more user friendly
Sygate Personal
-- Free firewall - more configuration options

Removal tools
The following files are not substitutes for the ones described above.
They are either diagnostic tools or removal tools for malware of a certain kind

HijackThis
-- MANUAL malware remover. Post the HijackThis log generated only if requested!
McAfee Stinger
-- Virus removal TOOL. No SUBSTITUTE for a fully functional virus scanner!
CWshredder
-- CoolWebSearch removal tool. Widely known and persistant Hijacker.tools internet options advanced click  restore defaults