Windows 7 no longer saving sites in History using IE

[pbrstreetgang]

This just started today at some point. I went into History to quickly look back at a site I had been browsing earlier. I noticed that only the sites I visited in the morning were there. Nothing from later in the day. Now, clicking on any new site, and it does not show up in History.
I must be some simple setting I'm guessing but I didn't change anything so I'm wondering what brought this on.
Using Windows 7 and IE
Switching over to Firefox I noticed site browsing history is saved but what happened to IE?
Any ideas?

[Ranger]

Private Broswing is on? CTRL+SHIFT+P

[pbrstreetgang]

Private Broswing is on? CTRL+SHIFT+P

Thanks but no that wasn't it.

I of course checked Tools/Internet Options/General and all settings look unchanged.
Still can't figure this out. With today being a new day now, there is no History at all.

I saw where someone having what sounded like the same problem contacted Microsoft and their response was a complete reset of IE.
This may or may not solve the issue but I'm guessing that if I tried that I would lose all sites now stored in favorites?