Cookie Settings
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Cookies are enabled by default in Firefox. To check your settings:

1. At the top of the Firefox windowOn the menu bar, click on the ToolsFirefoxEdit menu, and select Options...Preferences....
2. Select the Privacy panel.
3. Set Firefox will: to Use custom settings for history.
   
   
   
   
   
4. Check mark Accept cookies from sites to enable Cookies, and uncheck it to disable them.
   
   • If you are troubleshooting problems with cookies, make sure Accept third party cookies is also check marked.
   
   
5. Choose how long cookies are allowed to be stored:
   
   • Keep until: they expire: Each cookie will be removed when it reaches its expiration date, which is set by the site that sent the cookie.
   • Keep until: I close Firefox: The cookies that are stored on your computer will be removed when Firefox is closed.
   • Keep until: ask me every time: Displays an alert every time a website tries to send that asks whether you want to store it.
   
   
6. Click OK to close the Options window

Sumber : http://support.mozilla.com/id/kb/Enabling+and+disabling+cookies