Having your PC store passwords is potentially a greater security risk than entering them individually. Anyone who gains access to your PC, either in person or remotely, can find out your passwords if they're stored somewhere on your PC (rather than just in your head).
However, to get back to the position where your passwords are stored, either switch to using Firefox as your browser or, if you're already using it, simply reinstall it. (You can reinstall Firefox without uninstalling it. You'll retain all of your bookmarks and settings).
http://www.mozilla.com/firefox/
Chris