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.

This is because something is deleting the cookies, your job is to work out what the something is.

CCleaner will do this is the cookies are not protected...