Each time I close Firefox and restart it, the setting for excepting cookies is "unchecked". On the Privacy tab in the Options menu, I have selected "accept cookies from sites", "until the expire". When I restart the browser, the 'accept cookies from sites" is unchecked. I have uninstalled and reinstalled the browser and this makes no difference. I am running Firefox 2.0.0.11 on Vista.
Even i am facing this problem and even after changing the settings the problem remains , it is solved only after restarting the system but soon or later this problem crops up again.
I posted the same question in another forum and received an answer that solved the issue. I deleted the prefs.js file. I had to "rebuild" my preferences but it solved the cookie issue.