Windows Internet Explorerer 7

My PC uses Windows IE 7.

Once in a way a warning appears that COOKIES should be enabled.

I go into Sites of Privacy Tab of Internet Options and type 'www.live.com'
and press the 'Allow' and then the OK button.

But why does it ask me to perform this very same task, once again, when I haven't done anything to 'undo' what I have done earlier.

Is this a seasonal job or live.com has a way of getting out on its own?

Thank you.