From your Internet Explorer window you will need to get to your "Internet Options" settings. See screen shot below...
Clicking on "Internet Options..." will open a new window for you. In this new window you will select the "Security" tab at the top, then you will need to select "Custom Level..." towards the bottom. See Screen shot below...
Doing this will open another window. With the scroll bar on the right, scroll down untill you see your cookie settings. See screen shot below...
To turn cookies off completely select the "Disable" radio buttons To turn cookies on select "Enable" ...and to be prompted a notice each time a site attempts to send you a cookie select "Prompt". If you have selected to be prompted you will see a pop up window each time you access a web site that is sending cookies to your computer. See screen shot below...
From this option you can choose... "No" to not accept the cookie. "Yes" to accept the cookie. "More Info" to get more details on the cookie. If you select more info you will still need to choose either "YES" or "NO" after reviewing the information. See screen shot below for selecting "More Info"...