Internet Explorer on PCs
Select Internet Options from the Tools menu at the top. Click the "Security" tab and choose “Custom Level”. You can now enable cookies by ticking the box. Click OK.
Internet Explorer on the Mac
Choose Preferences from the Edit menu. Then, click once on "Cookie" (If Cookies isn't displayed, click on the triangle to the left of "Advanced".) Select "Never Ask" from the pop-up menu labeled "When Receiving Cookies". Click OK.
More info: Setting cookies in Explorer on the Macintosh.