You need to make sure you are NOT blocking cookies. If you are using Firefox and block cookies as a means of security then you can get the extention called PermitCookie and then you would permit the website you are trying to access to set a cookie. For Internet Explorer click Tools Internet Options then click the privacy tab then click on SITES. If you cannot click on SITES because its greyed out you will need to click on ADVANCED then check "Override Automatic cookie handling" and tick BLOCK on both. This will block all cookies except for those you wish to allow by adding then to the SITES section above. To add sites just add domain.com (drop the www.).
Other people asked questions on similar topics, check out the answers they received:
Other people asked questions on various topics, and are still waiting for answer. Would be great if you can take a sec and answer them