I use CCleaner (ccsetup218_slim.exe) quite often. For the last few days, after I installed IE8 I think, CCleaner seems to delete all cookies - even the ones in the Options -> Cookies -> 'Cookies to keep' list.
Let me first state that which is mandatory. Use Firefox!! or Opera!! :rofl:
Now on to your question. Have you tried a complete reinstall of ccleaner yet? After uninstalling make sure that ccleaner does not leave behind a directory. It may be that the settings are stuck for some reason.
If this does not work raise a bug on ccleaner website and hope that they fix it.
I've been told that, many times. I'm so used to Maxthon v1, can't imagine using anything else.
This is what I read at another site :
The temporary fix seems to be to uncheck the box in CC next to Index.dat files, in Windows tab, under Internet Explorer.
(IE8 cookies are in C:\Documents and Settings\{User ID}\Cookies\index.dat)