Click Override automatic cookie handling. Specify how you want Internet Explorer to handle cookies from first-party Web sites and third-party Web sites (a Web site other than the one you are currently viewing).
To always allow cookies to be saved on your computer, click Accept.
To never allow cookies to be saved on your computer, click Block.
To be asked whether or not you want to allow a cookie to be saved on your computer, click Prompt.
To always allow session cookies (cookies that will be deleted from your computer when you close Internet Explorer) to be saved on your computer, click Always allow session cookies.