Don't know what version of IE you are using, so maybe one of these might help: (my setting is Medium)

Internet Explorer 8.x

1.Click on the Tools-menu.
2.Select Internet Options in the menu - a new window opens.
3.Click on the Privacy tab near the top of the window.
4.Click on the Default button of the window.
5.Move the slider so that it is on one of the levels below Medium High (including Medium, Low, Accept All Cookies).
6.Save changes by clicking OK.

Internet Explorer 6.x and 7.x

1.Click on the Tools-menu.
2.Select Internet Options in the menu - a new window opens.
3.Click on the Privacy tab near the top of the window.
4.Move the slider so that it is on one of the levels below Medium High (including Medium, Low, Accept All Cookies).
5.Save changes by clicking OK.