When I log on I get a message that says windows ce networking: Your ip address lease has expired by dhcp

The message is something like that, and whats more, I am able to get
onto the net after getting that message. Then while I am surfing the
net my cookies suddenly vanish and all my sttings are gone and on top
of that the previous urls that are usually stored dissapear, and my
cache clears seemingly automatically. I know I am not really making
too much sense as I don't know any computer terminology. possibly i am
being vague but can anyone suggest what all this may mean?