Depends what Browser your using
Firefox
- Go to the "Tools" menu.
- Select "Options".
- Select the "Privacy" icon in the left panel.
- Check the box corresponding to "Allow sites to set cookies".
- Click "OK" to save changes.
Internet explorer
- Select "Internet Options" from the Tools menu.
- Click on the "Privacy" tab.
- Click the "Default" button (or manually slide the bar down to "Medium") under "Settings".
- Click "OK".
Hope that helps