YALII Yet another log in issue

Some advice from knowledgeable persons please.
Please, no jokes about MS products.

I've been having problems with logging in to the forum.
Main issue is "you don't seem to have cookies enabled". I've set IE8 privacy to medium and security to medium.
I've noticed that if the "remember me" option is clicked, the login appears to work.
Has anyone else got this problem ?