Chrome is terrible.
This is why you shouldn't get new browsers. IE is enough.
Do NOT get IE9. It crashes alot and is slow and gay.
Just check if it's set to auto-delete.Click Tools, then click Options.It should open up on the Security Tab, but if not, just select that.Near to the bottom of the page the option "Clear history when Firefox closes" should be available.If it's checked, then just uncheck it.