Hey patti.
I told you to check browsing and history because I couldn't find the box to keep it all from being cleared, but thanks to lehnerus's tutorial, I found where it is, so you no longer need do that. Really all of this is optional, it just might speed your internet up a little. And yes, don't clear the cache or cookies until something goes wrong with the internet, which shouldn't happen very often.
If you want to follow along in the tutorial for what I am going to describe, you can:
http://www.sevenforums.com/tutorials/94662-firefox-browser-auto-cleanup-how-set.html?ltr=F
Find the "Privacy" tab and make sure you see "Firefox will 'Use custom settings'". Uncheck "clear history when firefox closes" and you might consider unchecking "Remember download history" - if it remembers download history, you may get confused with all the download history that gets stored up.