Web Links Don't Indicate If I've Been There

When I am looking at the results of a Google search, and I
have clicked on one link in the list, and then pressed the
<Back> button until I was back at the list, WIN98 would
highlight the link from which I had just returned. This
way, if I was in the list, I would know where I had
started.

Is there a setting in WIN XP or Explorer that does this?

Thanks,

Lloyd