When you run a traditional windows program, your email program for example, your computer always retains a memory of what you are doing so that it always knows how to react to a key press or a mouse click. The web works differently. Once you click on a link or submit a form to the server and the server has responded, the server will immediately forget what it was you just did. This type of environment is sometimes called a stateless environment because of the lack of any memory being held of the state your computer was in when you performed your last action.
Stateless environments create special challenges for programmers. One of the simple devices used to overcome the problems created by the stateless environment called the world wide web is the use of cookies. A cookie is a small file that when stored on your computer helps the server remember things about what you were doing on previous interactions and helps the server in deciding what to do on the current interaction. For example your userid and password might be stored as a cookie so that the server will know on the current click of a link or form submission that you are a legitimate user of the site and it would be able to determine what privileges you have and don't have. Cookies can be permanently stored on your computer so that a memory of what you did remains between sessions. Cookies pose no threat to the security of your personal information nor can they harm your computer in any way.
Before a server can cause cookies to be stored on your computer you must have your browser set to accept them. The method you use to enable cookies depends on which version of Internet Explorer you are using.