If you have the latest version of Internet Explorer, you can check the following :
Rightclick Internet Explorer icon -> properties. You should see a Privacy tab. In there click on advanced and set block "third party cookies". (apply+ok)
Next in the restricted zone (in the security tab) you can add *.directnet as well. (apply+ok)
You can also (if you want) download a so called cookie manager program.
Here's a good one that's freeware :AnalogX CookieWall
Hope this helps,