MS Internet Explorer: Select "Tools" from the menu, and then "Internet Options". In the window that will appear, select the "Privacy" tab. In this tab, use the vertical slider on the left hand side of the window, to select "Medium High" or "Medium" level. Press the "Apply" button and then the "OK" button.
Mozilla Firefox: Select "Tools" from the menu, and then "Options". In the window that will appear select the "Privacy" option and then "Cookies" tab. In this tab, check the box "Allow sites to set cookies" and then the "OK" button.