[NTNgod]

If you don't mind a little extra hassle, you can set up Internet Explorer to ask you if it should allow cookies on a per-cookie basis.

Open Internet Explorer.
Open TOOLS - INTERNET OPTIONS
Hit the DELETE COOKIES button to get rid of what is already there.
Click the PRIVACY tab.
Click the ADVANCED BUTTON.
Click the OVERRIDE AUTOMATIC COOKIE SETTINGS checkbox.
Select PROMPT for both first-party and third party; I allow session cookies myself.

Now each time you visit a site, it'll ask if you want to allow a cookie, and can also remember your settings for each site.

It's a bit of a hassle at first, as you visit each site, but it allows you to customize your settings.


I use Phoenix, which is a lighter-weight version of Mozilla myself :)

Hope this helps!