Internet Explorer has a security alert that protects you when you browse the Internet by telling you if you have received a "cookie" and asks if you want to accept it. If you're playing games over the Internet at a site such as the Microsoft Gaming Zone, these warnings might feel more like intrusions -- especially if you're visiting a trusted site.
Here's how you can turn the warning off if you want to:
1. On the View menu, click Internet Options.
2. Click the Advanced tab, scroll down to the Security area, and then the Cookies area.
3. Select either Always accept cookies or Disable all cookie use.
4. Click Apply, and then click OK.