Here's our Internet Explorer Tip for.. October 31, 2002
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Cookie Security In Microsoft Internet Explorer 6
In past versions of Internet Explorer, you basically had three choices when it came to cookies -- accept them all, be asked before accepting them, and reject them all. Internet Explorer version 6 offers the user more options.

To determine how IE 6 deals with cookies, run the program and choose Tools|Internet Options. When the Internet Options dialog box opens, click the Privacy tab. You'll see that you can set IE 6's response to cookies from "Accept All Cookies" to "Block All Cookies" with four steps of security between the two. Just move the slider to see all your options.

When you're finished working with your privacy setting, click OK to close the dialog box and save your new selection.