While not online , right click on the internet explorer icon on your desktop. A drop down menu should appear. Select " Properties " , then click the button that says " Delete " . One of the options from there is " delete cookies " .
NOTE : Every place you are auto logged into that you visit on the net , you will have to log in again once ( and check the remember me box ) So make sure you have your usernames and passwords memorized or written down
That seems to help a lot of times , if not the next step is adjusting your security settings to get the smf cookie into your computer. That however is beyond my comfort level as far as trying to explain how to do it
Hope that helps