I clear my history once a week, sometimes more and I have never had a problem like you describe Propstrike.
I wonder if your security tab is set too high it does not allow the site to place cookies in the first place. Mine is set “to accept all cookies”. If your firewall, antivirus, spyware and all other security software is kept up to date and you run scans regularly, you should be O.K with this setting.
If there is no problems when you browse the web normally before this change then this is not the cause.
You can only try it and see.
I have IE 6 on my main base unit as I trust it on there but I am trying IE7 on the laptop. So far, so good as they say. There are a lot of users changed back to IE6 because of bugs though, just brows the helproom forums.
Pimpers.