click start and run and type into the run box gpedit.msc
then under user configuration on the left click the little plus next to
administrative templates
windows components and then click on internet explorer to highlight it
Now in the list on the right look for Turn off "delete browsing history" functionality , double click on that and enable it.
Think that should work can't check it here :)
also when you say they are logged in as supervisor I assume you mean administrator? if so remember that any changes you make can simply be reversed if they are prepared to research it a little.