To block or allow cookies from specific websites
Open Internet Explorer by clicking the Start button
In the search box, type Internet Explorer, and then, in the list of results, click Internet Explorer. Click the Tools button Tools button, and then click Internet options.
Click the Privacy tab, and then move the slider to a position between the top and bottom so you're not blocking or allowing all cookies.
In the Address of website box, type a website address, and then click Block or Allow. As you type, a list of webpages that you've already visited will be displayed. You can click an item in the list and it will be displayed in the Address of website box.
Repeat step 5 for each website you want to block or allow. When you're finished, click OK.
Move the slider back to the position it was originally in, and then click OK.