Windows Security Warning Cookies

When using my Juno Internet e-mail program, I get a rapid succession of pop up warnings that ask me if I want to allow the website to set a cookie.  I am running Windows Internet Explorer 9 on 128 bit Windows 7 and NIS and NAV. The exact text in a little blue box with a picture of a padlock and  a ? mark and heading: "Windows Security Warning"  "To allow this website  to provide information personalized for you, will you allow it to put  a >small file (called a cookie) on your computer?     YES        NO" 

 

I do not see any indication that this warning is from NIS but who knows.  I have been in touch with Juno and they have had me fiddling with all the IE 9 settings to no avail.  They are now suggesting that the warning is coming from NIS.   NIS is setting this warning which sometimes come like lachine gun fire several at a time, how do I get rid of it?

 

It is driving me crazy and the trip is getting very short.

 

Thanks