Deleting Favorites

First, I have Vista Home Premium, using msn explorer.
When I delete favorites I no longer want, they initially disappear correctly, then, the next time I use 'favorites' the one(s) I deleted are back!
aaaarrrrgggghhh...ahh, I feel better 
How come this happens??
When I delete favorites I no longer want, they initially disappear correctly, then, the next time I use 'favorites' the one(s) I deleted are back!


How come this happens??