For Microsoft Explorer 6.0 :
Select the "Tools" menu then "Internet options"
Click the "Privacy" tab
Selected the required level with the cursor or click on the "Advanced" button to personalise your cookie management.

For Microsoft Explorer 5.0 :
Select the "Tools" menu then "Internet options"
Click on the "Security" tab
Select "Internet" and "Customize the level"
Find the "Cookies" heading and choose the option that suit you.

For Netscape 6.X and 7.X :
Select the menu "Edit">"Preferences"
Privacy and Security
Cookies

For Netscape 5.X
Select the menu "Modify">"Preferences"
Click the "Advanced" option
"Cookies" heading