Make sure you have your browser enabled to accept cookies.
A cookie is a small bit of information placed on your computer by a web page. It is used to identify you to the web server. It tells the server who you are when you return to a page at the same web site. Your browser will only send a cookie back to the web site that originally sent it to you. A cookie cannot run any programs, deliver any viruses, or send back information about your system.
You can set your browser to accept all cookies, or to warn you when a cookie is being sent to you.