1. Select the Tools button
  2. Select Internet options
  3. Select the Security tab
  4. In the drop-down menu, select one of the options to customize the settings according to the desired managing of cookies:
    • Block all cookies
    • High
    • Medium-high
    • Medium
    • Low
    • Accept all cookies
  5. Select the button Sites if you want to specify which sites may always or never use cookies; this can be done by typing in the website address in the Web Address box and by selecting the Block or Allow buttons.

For further information, please visit the dedicated Microsoft Webpage