Browser Settings - Internet Explorer v5.5

In the Tools menu, click Internet Options, the Internet Options window will appear.

There are tabs along the top of the Internet Options window, click the Security tab.

You may see this:

The Internet option should be highlighted, and the slide under Security level for this zone should be set at Medium as shown.  If the security level is higher, cookies are not accepted.  Change the level to Medium and click the OK button.

Instead of the above, you may see this:

Click the Custom Level button and the Security Settings window will open.  Scroll down until you see the Cookies options:

Under Allow cookies that are stored on your computer click the radio button for Enable.  Then click the OK button and this window will close.  Then click the OK button at the bottom of the Internet Options window.