Ok, I don't even have the same type of settings that you are saying. About blocking 3rd party cookies. I don't have anything that gives an option to block them. The only things I have is, when I click on Tools, and then go to Options, and then to Security, For cookies this is all we have:
Accept Cookies From Sites
Accept Third-Party Cookies
Both have checks by them. Nothing that gives you the option to block anything.
Another problem I keep having is that whenever cookies get removed, yes I do have to log back in, but that also keeps causing my password and all to get changed too. Any ideas on what would cause that to happen?