Websites advise that I need to enable cookies in IE9

[eddei24]

I am running Windows 7 - 64Bit Dell Computer. When I visit some specific (not all) websites they advise that I need to enable cookis. I have followed all the advice that I have been able to find online to no avail. I have tried Internet Options-Privacy-Medium Setting-Sites-and Allowed the websites that I can't access. I still get the same message that I need to enable cookies. I don't know what else to do.
I am woindering if I need to reset the IE9 settings or perhaps uninstall and re-install IE9.

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