HTML Client Cookies are blocked

After JDE WAS installation, I am trying to launch the HTML client and the cookies are getting blocked by Internet Explorer (IE6), I am wondering anyone experience this issue before and like to share the resolution.

Thanks,

Xe UP 7 SP 22_F1.
DS:W2K, ESB2/400 WAS:W2K

If you have applied patch Q313675 to your browsers (you can check this in Help About in IE) *and* your servername has a character *other* than alphanumeric (plus "-" or ".") then you may have the problem you describe. Do you happen to have an underscore in your servername?

MS KB Article 312461 used to describe this but curiously it now contains a different problem.