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What should the cookie handling do in IE6?
What about the ZoneAlarm?
The "should" part is the hard on to answer. For example, checking this system out, I find that under IE | Tools | Internet Options | Privacy ... I'll accept anything and everything from anybody .... but that's only because I'm using another tool to actually "handle" cookies. So, if you're running IE by itself, then the general guideline is to at least start with the slider tab on that screen to Medium and go from there.
(killing time while another systems comes up ...)
ok, latest version of the free ZoneAlarm, I show Firewall / Internet Security set to High, Program Control set to Medium, I don't see anything that would effect cookies in there.
Do you have any third-party things in the mix? pop-up blockers, cookie managers, etc., that may have their own settings?