RUN command - Win98

I use the Run function a lot in Win98 (1st ed). The drop down list sometimes displays previous commands, but these seem to vanish after a few days. Is this normal, as I'd like to have my frequently used commands remain there.

TIP: deleting your history in Internet Explorer will clear those previous RUN commands - annoying to be sure, and a workaround would be welcomed by this user too.

e_