Recently we've been getting reports from users complaining that they can't place orders on our shopping cart. It tells them that their browser (always Internet Explorer) is not accepting cookies and changing the settings doesn't help at all. The problem is worse because it's something that we can't reproduce over a variety of IE and Windows problems.
I think the culprit is the new generation of "Personal Firewalls" people have these days. It seems that McAfee and Symantec's products override IE's settings to something they think is safer. I think I'm going to have to buy both this week and add some instructions to the site telling visitors how to disable it for our site. This is not an ideal situation because it makes us look bad.