Needed: One Nerd

I am having a problem with my blog's stat counter. It keeps telling me that I need to enable cookies on my computer in order not to have to sign in each time I go to the site. BUT, when I tried to download an Audible book, the nice man at the help desk told me I first had to delete cookies. I followed his instructions, deleted the cookies, downloaded the book, and everything worked out fine. But just how had those cookies I deleted gotten there in the first place if my computer wasn't set up to enable cookies?

I then followed the stat counter's instructions to enable cookies. It didn't work. I still have to sign in every time I go to the site. Sigh......