First, make sure you have no application that is overriding system
settings with regard to cookies. Norton Internet Security and the paid
version of Zone Alarm both have such features as do some antivirus
applications.
Second, in IE, go to Tools, select Internet Options, go to the Privacy
tab, under Web sites, click Edit, look for websites in the list with which
you are having this issue
and check to see if they have the notation always block, if yes, click
the "Allow" button, see if it changes to always allow.
Then go to the general tab, click Delete Files and accept the option to
delete all offline content and click delete History, then try the site
again and see if you can gain access.
If none of the above works, check the web site below:
http://www.mvps.org/inetexplorer/answers.htm#cookies
Also, this might be caused by some third party software installed to work
with
IE.
Please download, install and run the following:
Ad Aware:
www.lavasoftusa.com
BHO Cop:
http://www.pcmag.com/article2/0,4149,270,00.asp
Also, in Internet Explorer, go to Tools, select Internet Options, go to the
Advanced tab, remove the check from "Enable third-party browser extensions,"
click apply and ok. You will need to reboot in order for this take effect.