IE7, usernames and passwords

I have used the Tools/Internet Options/Content/Autocomplete/Save usernames and passwords feature many times and it works. That is I no longer have to re-enter the username and password every visit to the page. But when I delete cookies (once a week) some sites lose the auto relog-in feature and I have to re-enter my information.

How do I keep usernames and passwords so that I do not have to re-log into a website every visit but still be able to delete cookies once a week?

Will placing a website into the trusted zone do anything to help me? What does placing a website into the trusted zone do for that website?

What does changing a website's privacy settings to allow cookies do for that website? When I delete cookies are a particular website's cookies protected if I allow that particular website to use cookies under the privacy settings.

I want to be able to save usernames and passwords but still be able to delete cookies and not lose my usernames and passwords.