Cookie problems

I have created shortcuts with bookmarks on IE toolbar. When I use this format to enter a site eg. 23 Things Progress Log or Blogger Dashboard, I cannot enter site as it tells me I have disabled cookies but when I check the settings everything is as it should be. But if I enter from my favourites list then access isn't a problem. I'm becoming quite frustrated with some of the inconsistencies with the IT tools used in 23 things. I couldn't use Firefox this morning but could use it 2 weeks ago. Problems with Flickr etc etc etc. I believe I probably have spent up to 2-3 hours over the course of the programme trying to get around these difficulties.