Hi
Can you please give me the line that you use for setting the cookie. This may be an issue with how you set the expiration. If you are not setting the expiration and the cookie is just failing a simple
setCookie("name", "value");
command, then the issue may be with your browser accepting cookies. First see if the browser is set to accept cookies(go into Tools->Internet Options->Advanced), if it is, try your script on other someone elses computer having IE. If it works on theirs and not on yours you might have to redo your IE installation.
Good luck