Right click your internet explorer icon ( the blue "e")on
your desktop and select "properties". Left click on the
privacy tab at the top. Left click and hold down to move
the little slider bar to what ever level you desire. I
use "high" and just enable individual sites if I need to.
This is done with the edit button and typing in the name
of the website I want to either block or enable. The
default setting is medium, and is probably less of a
hassle for surfin' the net. Any site where you need to log
on HAS to be able to set cookies to verify your password.
Hope this helps.