You will then be presented with a multitude of options. Scroll down until you see the ones that mention cookies.
Per-session cookies disappear as soon as Internet Explorer is closed, while ordinary cookies are stored on your hard drive more permanently. From here you can disable one or both. It is usually a good idea to leave per-session cookies enabled because many websites need them.
When done, click OK to go back to the Security tab.
From there, click OK again to finalize the changes.
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