I'm trying to work from IE 8 : is it a no no?
Does this explain why after exit I return to find zero in all activity fields?
Bruno, thank you for asking. IE 8 should work just fine.
To be sure your favourites are saved and your activity count is accurate, you need to be in the "live" mode vs. the "practice" mode. To check this please try the following:
1. Login to the Galaxy Zoo Mergers website.
2. Click on "How To Take Part".
3. Scroll to the bottom of the page.
4. If you are logged in you should see a link that says "Click here to Merge Galaxies with live data".
5. If that link is available, click it. If it is not available, double check that you are logged in.
6. Once on the page with the Mergers applet, you can select one of the simulations you like on the Explore screen.
7. From the list of selected sims, right-click on it and choose "Save as Favourite".
8. If you follow the link at the top to go "Home", you can then follow the link to "My Mergers" to view your favourite.
The favourites are plotted using a different scale than in the mergers simulation, so it won't seem exactly the same as in the mergers simulation, but it should be there.
Ps I nevfer get to the last phase too....Help 
For the last phase, do you mean the Evaluate portion of something else?
I hope these instructions help,
Anthony