No Cookies Error forum not helping.

[NeC BBGun X]

Hello, I have tried to download something on the site, and have always got the message "No Cookies Found". I read the forum describing how to fix it, by adding it to the trusted sites, but I still get that message. I do not know what to do to fix this problem, does anyone know what may be wrong?
-BB

[G.O.C.]

Did you tick the "Remember Me" box when you logged in?

[Whiterider]

And have you checked the trusted sites lists of your security software/Norton/firewall? :)