It's called Autocomplete. It's set in Tools / Internet Options / Content / Autocomplete / Settings. Check there to make sure it is turned on and that all the options you want saved (in addition to the address bar) are checked. If they are missing, there's a good chance your young family member hit the delete autocomplete history button AND unchecked the Preserve Favorites Website Data button as well.
This usually doesn't work with data (and I suppose in a way this is data but it's also not data in another way so I'm not quite sure if this will work as I've never tried it for this purpose before - but I guess it's worth a try). Do you know when this problem began? Try a System Restore to a point in timeBEFORE the problem began. Here's the procedure: http://www.howtogeek.com/howto/windows-vista/using-windows-vista-system-restore/. Be sure to check the box to show more than 5 days of restore points. If the first attempt fails, then try an earlier point or two. NOTE: You will have to re-install any software and updates you installed between now and the restore point, but you can use Windows Update for the updates. Use the recovery disk if the system prompt doesn’t work. The recovery disk works a bit different from the above procedures but if you follow the prompts from the System Restore menu option with the above information you should be able to restore with no problems.
If it doesn't work (or you don't have a restore point far enough back), then I'm afraid that information is lost. It is not saved as separate files so even file recovery programs won't work (nor will Shadow Copies if you have them for the same reason). Incidentally, there's no real way to prevent someone onyour system from doing that to you without blocking your own access - and that sort of defeats the point (well, there possibly is a way but it is very advanced and it would take me a while to figure it out if even that would work (I'm not sure it has a feature to block this function since I've never checked for this before) - it's called local group policy but it would apply to all users (I couldn't single out an individual)) and it would block you as well. Instead, I recommend you give your young family member a separate user account where he/she can't delete your data (or do much worse - believe me it could have been much worse - he/she could have deleted your entire system beyond recovery with the proper commands) and if he/she deletes his/her own data then that's their problem and not yours. You can implement Parental Controls to track what he'she is doing and it will be easier to read the report if it is only his/her account and not yours as well (and I personally wouldn't want everything I did tracked and recorded - not that I go anywhere bad but just because of the invasion of privacy)..
I don't know if your history was also deleted (that's different from autocomplete) - it would have required a separate task (click on the star next to Favorites on the tab toolbar and then click on the History button to check). If so, then I'm afraid the same situation applies - either System Restore will have fixed it or the information is permanently lost. Incidentally, it is extremely unlikely that this occurred through random pushing of buttons - it was almost certainly intentional (though the fact that it couldn't be undone or maybe even what was being done may not have been realized).
I'm sorry if this isn't what you wanted to here, but that's how it works wth Internet Explorer and Vista (or with any of the other operating systems as well). I'm fairly certain that those browsers that even offer the feature work the same way - so changing browsers isn't going to elminate this risk.
I hope this helped even if it didn't give you a way to recover the lost information.
Good luck!
Lorien - MCSE/MCSA/Network+/A+ --- If this post helps to resolve your issue, please click the "Mark as Answer" or "Helpful" button at the top of this message. By marking a post as Answered, or Helpful you help others find the answer faster.