Enable cookies in Safari
In Safari, you'll need to click Safari > Preferences and then choose Privacy before you can enable cookies.
Now, you'll see the window below.
By default, Safari blocks cookies from third parties and advertisers, but you can change this to always block cookies (to completely disable cookies), or to never block cookies (to enable them).
From this window, you can also delete all (or some by clicking the details button) of the cookies that have already been stored from websites you've visited.
Enable cookies in Firefox
To enable cookies in Firefox, you'll need to go to Firefox > Preferences > and then click Privacy.
Now, under 'History', choose "Firefox will use custom settings for history". You can now check (or uncheck to disable) 'accept cookies from sites' and then choose 'Always', 'From visited' or 'Never'.
You can also choose whether you want Firefox to keep the cookies until they expire, every time you close Firefox, or, to be really selective, you can tell Firefox to ask you every time.
Enable cookies in Google Chrome
If you're using Chrome, go to Chrome > Preferences and you'll see a settings menu appear within the browser window. Scroll down and click "Show advanced settings…" to bring up the privacy options.
Now, click the "Content settings" button, and then, to enable cookies, click "Allow local data to be set (recommended)".
Alternatively, you can choose to allow Chrome to store cookies until you quit the application, or you can block third-party or all sites.