Admin cookie in Firefox

I read some old posts about cookies in Firefox but I’m not seeing any help. I’m not sure, but it seems that prior to the security update on categories a few days ago, my admin cookie was being set in Firefox. It’s not, but it is getting set in IE.

Anyone have this issue? Is it because I have my blog entries in a different directory than worpdress? Again, the cookie gets set fine in IE.

Thanks for your help.