John, I know what you're saying about system control and how you think it should work, but I've run 3 different browsers on my computer, and had different settings on each for cookes. Changing settings on one browser never has affected the other browsers.

Jon wins. Gremlins must have changed something.
Tools/Options/Privacy/Cookies/Options. Mudcat was in there, but marked 'allow per session', which I somehow missed a little while ago. (I'm blaming it on frustration.) I have yet to try to see if the cookie stays when I close Firefox, but I'm pretty sure it will. Thanks guys!

I hope Becca's solved her cookie problem.