I assume it is Internet Explorer. In IE, go to Tools>Internet
options...>General tab. In the ensuing dialog box, you will find places to
delete Temporary Internet files, history after so many days, and cookies,
plus a "Settings..." button; In its box. you can move the slider to increase
available space for the others (I suspect yours is set too far to the
left.). I personally have mine set at around 10 Mb.