You need to enable cookies in Internet Explorer most likely... check the below link...
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NOTE: An administrator can customize your privacy settings and remove the Privacy tab from the interface in the Internet Options dialog box. If the Privacy tab is not available, contact your administrator or see the Information for Advanced Users and IT Professionals section of this article.
These settings replace the cookies settings on the Security tab in Internet Explorer 4 and 5 (and the Advanced tab in Internet Explorer 3). The Privacy settings slider has six settings: Block All Cookies, High, Medium High, Medium (default level), Low, and Accept All Cookies.
The Privacy settings available with the slider are:
Block All Cookies: Cookies from all Web sites will be blocked, and existing cookies on your computer cannot be read by the Web sites that created them. Per-site privacy actions do not override these settings.
High: Blocks cookies that do not have a compact privacy policy or that have a compact privacy policy which specifies that personally identifiable information is used without your explicit consent. Cookies that were already on your computer before you installed Internet Explorer 6 are leashed (restricted so that they can only be read in the first-party context). Per-site privacy actions override these settings.
Medium High: Blocks third-party cookies that do not have a compact privacy policy or that use personally identifiable information without your explicit consent. Blocks first-party cookies that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent. First-party cookies that do not have a compact privacy policy and cookies that were already on your computer before you installed Internet Explorer 6 are leashed (restricted so that they can only be read in the first-party context). Per-site privacy actions override these settings.
Medium (default level): Blocks third-party cookies that do not have a compact privacy policy or that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent. First-party cookies that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent are downgraded (deleted when you close Internet Explorer). First-party cookies that do not have a compact privacy policy are leashed (restricted so that they can only be read in the first-party context). Cookies that were already on your computer before you installed Internet Explorer 6 are also leashed. Per-site privacy actions override these settings.
Low: First-party cookies that do not have a compact privacy policy are leashed (restricted so that they can only be read in the first-party context). Cookies that were already on your computer before you installed Internet Explorer 6 are also leashed. Third-party cookies that do not have a compact privacy policy or that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent are downgraded (deleted when you close Internet Explorer). Per-site privacy actions override these settings.
Accept All Cookies: All cookies will be saved on your computer, and existing cookies on your computer can be read by the Web sites that created them. Per-site privacy actions do not override these settings.
http://support.microsoft.com/default...;EN-US;q283185