Thats why I like Nutscape a whole lot more than IE, there are a few work arounds if you use Nutscape to fool sites into thinking they are cookie-ing you...
For example in your profile directory you can delete
cookies.txt [after closing netscape] and instead make a directory called
cookies.txt 
No more sites that prevent axs cos they cant write to your disk!
The same goes with a lot of adware programs, like Eudora 5.xx Pro etc, simply find out the adcache file, and if its a single file, delete and create a similarly named directory and vice versa