Joe...and others...I had this sort of thing happen, and I found what seemed to be the fix for me was to REFRESH Mudcat! This is because the page you start from when you reset the cookie is still in the cache, and once the cookie is reset and you return to the threads, your browser is reading the previous settings!

...so...reset your cookie so that you see the "you have X messages" comes up, THEN refresh so that your browser reads that cookie, rather than looking at the earlier, cookieless setting.

I'd almost bet that Art has some setting enabled telling his browser to refuse cookies.