US-CERT recommends that you select
the Advanced button and select Override automatic
cookie handling. Then select Prompt for both first and
third-party cookies. This will prompt you each time a site tries to place a
cookie on your machine. If the number of cookie prompts is too excessive, the
option to Always allow session cookies can be enabled. This
will allow non-persistent cookies to be accepted without user interaction.
Session cookies have less risk than persistent cookies.