Cookies not blocked...

I saw a similar article above about this, but it didn't give any
cure. When I go to my Bank of America account, I get the login
screen, but before I can enter anything, it jumps to a page that
has the following message:

-----------------------------------------------------------------------
We have determined that your browser is not currently enabled to accept
cookies. In order to present you with the most recent version of our
online features, we need you to enable your browser to accept cookies
by following these steps:

1. From the menu at the top of the page select Edit and then
Preferences.
2. In the resulting box, click Advanced from the "Category" menu
at the left.
3. In the resulting box, click "Accept all cookies" from the
"Cookies" options at the right.
4. Select OK to close the "Preferences" box.
------------------------------------------------------------------------

After doing this, clearing the cache, closing and restarting the browser,
It still never gets by this problem. Win98 / Toshiba. I get around this
by shutting off the page download with my firewall (before it completely
loads in). I have tried loading page without firewall. I used to report
this on bugzilla, but it was always brushed off and the bug report
canceled.

Any help appreciated. Thanks.

GCS