In IE
These are all the setttings, I find Medium is good for most uses. Try that and see how it goes.
To change your privacy settings
In Internet Explorer, on the Tools menu, click Internet Options.
On the Privacy tab, move the slider up for a higher level of privacy or down for a lower level of privacy.
Select this To specify this
Block all cookies Cookies from all Web sites will be blocked
Existing cookies on your computer cannot be read by Web sites
High: Cookies from all Web sites that do not have a compact policy (a condensed computer-readable privacy statement) will be blocked
Cookies from all Web sites that use your personally identifiable information without your explicit consent will be blocked
Medium: High Cookies from third-party Web sites that do not have a compact policy (a condensed computer-readable privacy statement) will be blocked
Cookies from third-party Web sites that use your personally identifiable information without your explicit consent will be blocked
Cookies from first-party Web sites that use your personally identifiable information without your implicit consent will be blocked
Medium: Cookies from third-party Web sites that do not have a compact policy (a condensed computer-readable privacy statement) will be blocked
Cookies from third-party Web sites that use your personally identifiable information without your implicit consent will be blocked
Cookies from first-party Web sites that use your personally identifiable information without your implicit consent will be deleted from your computer when you close Internet Explorer
Low Cookies: from third-party Web sites that do not have a compact policy (a condensed computer-readable privacy statement) will be blocked
Cookies from third-party Web sites that use your personally identifiable information without your implicit consent will be deleted from your computer when you close Internet Explorer
Accept all cookies All cookies will be saved on your computer
Existing cookies on your computer can be read by the Web sites that created them