Have you tried altering the IE7 privacy settings and/or ticking the checkbox "overide automatic cookie handling"?
I went through a bit of a troubleshoot on this one, and it's come right now. (See the other thread-staying logged on) But would like to be able to delete whatever i want to without having to go through it all again.
You could try deleting all the cookies, incl whitelisted, and re-installing one by one. That's what I did. Can't comment on whether or not that was what did the trick. Not of itself, anyway.