I’ve been pushing Slogger, an extension for FireFox which allows the user to automatically capture every single web page visited.
If you want this sort of feature but are stuck using Internet Explorer, PC Magazine has a utility called Web Historian which also has a “Record” mode that will attempt to capture every web page visited. Unlike Slogger, however, it’s not free — in order to get it you have to subscribe to their “premium utilities” subscription service which is $5.97 for a single download or $9.97 for a 30-day pass.