Cookie settings in most versions of Internet Explorer can be found by clicking the tools option and then the privacy tab.
Cookie settings in Firefox are managed in the Options window's Privacy panel.
Click on the spanner icon on the toolbar, select settings, click the under the bonnet tab, click on content settings in the privacy section.
Choose Safari, then preferences and then click security. You should then be able to specify if and when Safari should accept cookies.
You can manage cookies in Opera if you Click on settings, then Preferences, then Advanced and finally Cookies.
To manage cookies on your mobile device (phone or tablet) please consult your manual.