To set the privacy level, drag the slider bar. You can see a description of this setting.
Click OK .
INTRODUCTION
You can assign various privacy levels for Internet sites. The privacy level controls such options as whether the site can use cookies (temporary files stored on you computer), whether the site has a privacy policy, and other options.
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Security
For more information on security, review the online help. Internet Explorer devotes an entire section of its help system to security issues.
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Settings
Settings include Accept All Cookies, Low, Medium, Medium High, High, Block All Cookies