Anya is that lovely lady you have to rescue in Act5. Mala then gives you a scroll of resistance which grants you +10 to all resistances. This quest can be done each difficulty, so you'll end up with +30 to all resistances from this quest.
Giving those nice resists is awfully kind, too bad there is a small catch; Whenever you die in a game, those +30 to all resistances disappear. This can not be seen on screen, but they are gone.
Re-entering the game each time you die solves this problem.
