Here is a simpler version to what I said above
See this is how it works, if the site URL is in your history file, you've visited the site, and IE or firefox shows the link as visited (Red colour). If the site URL is not in your history file, then you've not been to the site before, and IE/firefox shows the link as not visited (blue).
If I am right, deleting your temporary internet files will delete your history and no sites will appear as "visited". Also if the system stops working and doesn't show visited status for recently visited site, then a cause could be that you've filled up your temporary internet files capacity and therefore new ones aren't going into the history.
It's under Privacy tab under firefox Tools--->Options---Privacy tab. When you close your browser does it asks you to clean your privacy data? It is that data which makes it blue and reddish color to the links. If you clean the privacy data it will not show the "visited" colour however if you leave the option as unchecked then it will keep showing you "visited" colours until or unless your history gets filled up.
Am I making sense here?