Firefox:
Tools > Options
Click on Privacy at the top.
Under History, tick the boxes that you want.
1st box: Will remember all the URLs for a certain number of
days
2nd box: Works like IE auto complete.
3rd box: Self-explanatory
As for the cookies part, it's up to you.
Under Private data, untick the Always clear my private data when I
close Firefox box.
Click OK.
IE:
Tools > Internet Options
Click on the General tab.
Under History, increase the number of days...
Then click on the Advanced tab.
Tick this box: Use inline auto complete
Untick this box: Empty temporary internet files folder when browser
is closed.
Click OK.