First things first, what browser are you using? I (and about 94% of all our users) use Internet Explorer 6.0 SP1. If you use the same, you're likely to be more than half way there.
To make sure you can use cookies, double click the little "Internet" globe on the bottom right of your screen, and click "Default level" and then Okay. This resets IE to the default, and cookies are known to work in this configuration.
If you're not using IE 6.0 SP1, here are your choices. If you're using:
IE earlier than 6.0 SP1, go to
http://windowsupdate.microsoft.com and download IE 6.0 SP1. Once it's installed, go there again, and grab all critical hot fixes
Mozilla earlier than Mozilla 1.5, go to
http://www.mozilla.org and grab Mozilla 1.5.
Netscape earlier than Netscape 7.1, go to
http://www.netscape.com and grab Netscape 7.1 from them
Opera prior to Opera 7.2, go to
http://www.opera.com and grab it from them
Alternatively, Australian Personal Computer have all four browsers on their cover CDs every month. It's much faster than downloading from the Internet site if you're on a modem, and if you pay by the MB, cheaper too. If that's you, head to the newsagents.
If you're a Mac user, grab Safari from Apple.
Andrew