Cookies are one way that websites can keep track of who you are to give you personalized service.

How do I turn Cookies On?
To turn your cookies on...

In Internet Explorer, go to
tools > Internet Options > Security and click "custom"
tools > Internet Options > privacy (for newer versions)

In Netscape, go to
edit > preferences and click "advanced"
edit > preferences and click "Privacy & Security" (for version 6+)