You must check menu Security

For checking cookies on your internet explorer.

1. Start internet explorer.
2. Click on the "Tools" menu which is located right between the "favorites" and "help".
3. After clicking the tools menu and look for "Internet options".
4. Then select the internet options.
5. You will now see a pop-up box, in the box you will find general, click on it.
6. Then you will see browsing history and to the side of it you will see settings, select it.
7. Again another pop-up box will appear, where you will find a view files button, click on it then scroll down, you will find cookies.

From the Tools menu, or the Tools drop-down at the upper right, select Internet Options. If the menu bar is hidden, press Alt to make it visible.

To manage cookie settings, select the Privacy tab and click Advanced. To override the automatic cookie settings, click Override automatic cookie handling and then make your selections using the radio buttons. To view or remove individual cookies, select the General tab. Under "Browsing history", click Settings. Select either View objects or View files. To delete all cookies, under "Browsing history", click Delete.... Check Cookies and then click Delete.