If any of the above settings interfere with any sites you know and trust which rely heavily on cookies, ( eg. pogo games ), under the privacy tab click on  sites which will open the "per site" options box. ( you may want select allow popups in your browsers toolbar for such sites also )
You can copy / paste the url of the site into the "Address of website" box and click  Allow
Alternatively type an h into the box and a drop down list of recently visited sites will appear as shown below. Simply click on the one you want and click  Allow