cookies question

I seem to have trouble with cookies, I have websites I try to purchase items from, and they state I must have cookies enabled, which as far as I can tell, they are. This is in Vista Premium home 64 bit. I set the machine to overide automatic cookie handling, I even added them (FRYS.COM) to the always allow, but it doesn't seem to make any difference. I restart, go into Tools, and the settings are correct, but the site still says "it is neccesary to have cookies in your web browser enabled."

Is there some secret setting, or is Vista "protecting me for my own good." I can purchase stuff at Amazon and Newegg for instance, without any problem. What's up???

Thanks
LeeN

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