If Windows won’t save credentials or does not remember user/passwords for Internet Explorer, Windows Live Messenger or Network passwords you need to apply the following fix.

• go to: Start > Run > regedit
• find the following KEY:
  [HKEY_USERS\S-1-5-21-xxxxxxxxx-xxxxxxxxx-xxxxxxxxx-xxxx\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
• change the value of AppData to:
  %USERPROFILE%\Application Data

*current user key is not the same in every instalation but is easy to identify, some examples:

S-1-5-21-796845957-926492609-725345543-1003
S-1-5-21-789336058-2147075695-839522115-1004
S-1-5-21-2522618020-1856861421-785647566-1005