To Enable Third-Party Cookies on IE 7 and below:

1. Click Tools on IE's menu header.
2. Choose Internet Options.
3. Click the Privacy tab.
4. Make sure there is at least a Medium setting and then Choose the Advanced button.
5. In the next window that opens up, place a tick mark next to Override automatic cookie handling. Make sure that Third-party Cookies is selected.
6. Click OK to close that prompt.
7. Make sure that the Block pop-up is unchecked and click Apply.
8. Click OK again to exit out of the set up.

To Enable Third-Party Cookies on IE 8:

1. Click Tools on IE's menu header.
2. Choose Internet Options.
3. Click the Security tab and move it to the lowest security level setting.
4. Click the Privacy tab and click the Advanced button.
5. In the next window make sure that Third-party Cookies is selected. Also, make sure it is set to accept all cookies. Click OK to close that prompt. 
6. Make sure that the Block pop-up is unchecked and click Apply.
7. Click OK again to exit out of the set up.