If you are using Internet Explorer 5.0 or 5.5 then follow these steps:
Go to the Tools menu and then Options (press Alt-t followed by O).
The screen is divided into tabs, choose the "Security" tab.
On the security screen tab until you are on the "Custom level" button and press enter.
The first field on the next screen is a tree view. The cookies branch of the tree is well down the tree at the first level. The quickest way to get to the cookies branch of this tree view is to press the letter C. If you are using a screen reader you should now hear the word cookies.
Press the down arrow key again and you will arrive at the "Allow cookies that are stored on your computer" branch of the tree. These are cookies that are stored on your computer permanently.
Press the down arrow again twice. The branch of the tree you are on now will say "Enable-ON" or "Enable-OFF". If this branch says "Enable-OFF" then press the spacebar to enable these cookies.
Press the down arrow again twice and you will arrive at a branch of the tree that says "Allow per-session cookies". These are cookies that are only kept until the current session of Internet Explorer is closed.
Press the down arrow again twice. The branch of the tree you are on now will say "Enable-ON" or "Enable-OFF". If this branch says "Enable-OFF" then press the spacebar to enable these cookies.
Tab to the Ok button and press enter.
On the next screen tab to the OK button and press enter.