Jon -

You get the same choices in IE if you're using the latest versions and especially if you use the WinXP firewall. Without the firewall, you may have to click Tools | Popup blocker and/or Internet Options, Privacy tab, and enter the site name to give permission. You also get the same options with the Google Search Toolbar.

The difficulty comes from differing definitions of what (and how much) you're giving permission for with the various programs.

The latest versions of IE should default to "Internet Zone" security level on the web, and this defaults to "block most cookies." Your browser should take instructions from the system settings, and should enter exceptions you make while browsing in the standard places. Failure to do these would make most Sys Admins bald in a week or two if they've got many "creative" users on their nets. They really do, sometimes, need to be able to set group policies, and to expect programs to live with them.

This selection, to always accept cookies from a specific site, is a "System Control" and should apply to any browser that you want to use, if the browser is fully compliant with Windows (but lots of very good programs don't bother with all the little details, so you never know).

John