>I must say that sounds extremely unlikely. I think you *can* block cookies for individual sites (but only in the registry?). For MS to decide to do that automatically and arbitrarily would be pretty dumb (though that hasn't always stopped them in the past).
>Can you give the version of IE and steps to reproduce ?

I was able to access a Web site of mine, from my laptop, at 100%. Then, I traveled 2.5 hours away for the weekend, and I was able to access all the other sites but not one. That one I forgot the password so I retried several times until I found the password in my file. So, I tried it and it didn't work. And, that was the good password. Only when I added the site in the list of trusted sites for that one that it started to accept the cookie. I could have seen that in my log that all login attemps, since I started to use the right password, worked. So, the previous attemps to log in caused this cookie to be blocked. That site, I accessed as is before leaving home.

The same thing happened at a client site. I was able to log in several times into the same site. Then, I switched to another account. As I guessed the password, I missed the login procedure a few times. Then, I had the good password but was not longer able to login. When I checked my administration tables, I saw that the previous logins failed but the latest ones succeeded but IE was blocking the cookie. However, that was working with the other account minutes before. So, in a matter of a few minutes, IE adding the cookie restriction on the same site.