Cannot save Cookies under IE
 

I searched and could not find the answer under Mogul...

I have the standard MS Internet Explorer installed with WM 6.1. I access my company e-mail through an online excahnge server. It asks that I enable cookies. I go to the Options, Security page and I see that Cookies are enabled. When I go to the on line mail page, it alerts me that cookies are not enabled and advises me to do so.

The page is obviously a mobile enabled page so it is detecting my browser.

Can anyone assist me in getting my phone to accept cookies?