Yahoo and Internet Explorer not Playing Well

This is really bugging me. Yahoo won't keep me signed in because they say I don't have cookies enabled. Any time I try to navigate I'm signed back out, or I don't get signed in at all. I did enable them (I was set to approve/disapprove cookies) thinking they had changed something. No luck. Same problem. I tried overinstalling from my XP cd Internet Explorer thinking something was corrupted. It made no difference. I can't figure out how to just uninstall and reinstall Internet Explorer.
The kicker - there are three identities on my computer - me, a daughter a son. This is only happening in MY identity though the browser settings are the same in all three. If I sign into Yahoo in their identities it is fine. I've e-mailed back and forth with Yahoo, and they have not come up with any useful suggestions. Any one here care to take a stab at it?