In Internet Explorer 6 go to the Tools menu, select Internet Options and click the Privacy tab. Then click the "Advanced . . ." button; in the smaller window that pops up, check the box next to "Override automatic cookie handling" and choose "Block" under the "Third-party Cookies" heading. Click the OK button to confirm that setting.
In Mozilla Firefox, go to the Tools menu, select Options and click the Privacy icon. Click the Cookies heading to display the cookie-acceptance policy, then check the box next to "for the originating Web site only." Click the OK button.