Internet Explorer has some curious problems documented with its cache, which includes the space where cookies are managed. Over time the cache can become corrupt and may need to be manually cleaned. A program like CleanCache ( http://www.spychecker.com/program/cleancache.html) can help, and includes the ability to clean the locked INDEX.DAT files in the IE cache. If the INDEX.DAT files (which track the presence of cookies) become corrupt, then they need to be deleted manually. (Note that this particular program requires the .NET framework to run, but there may be others that have similar functionality.)
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