Web TV:
We have been in contact with Microsoft regarding a variety of problems. Unfortunately, there seems to be an ongoing issue with how WebTV/MSNTV handles cookies, which they are currently working on. Cookies are supposed to be supported, but you do not have the capability to enable or disable, thus no instructions.
There is little we can do on this end. You should make sure you have the most recent software, and contact WebTV directly for additional assistance.