Hi,
If it helps at all with pinpointing the IE7 cookie issue, this has been my experience...
Even if I tell CCleaner to leave all of my cookies intact (by unchecking the 'cookies' box altogether), they are all still deleted on reboot of my machine. However, if I uncheck the box for 'delete index.dat files', the cookies section behaves as expected. CCleaner keeps the ones I want and deletes the rest. So for now I simply keep the box for index.dat files unchecked and everything works great.
Given that IE7 is still in Beta, issues like this are of course to be expected. No complaints from me
Your software is great... thanks for all your hard work!
Dig