SO FRUSTRATED - Safari help please

To access my finances (which I need to do make a living,) I apparently need Safari to accept cookies.

The problem...safari is set to ALWAYS accept cookies, yet I get an error message when accessing the site, stating the browser still does not accept them.

I've tried resetting Safari, restarting the computer, changing the cookies settings around, etc. The problem also applies to FireFox and Chrome, so I have a feeling it's not just Safari, but something with the OS.

Thanks for the help!!

Check your Firewall isn't getting in the way and do you have any 'internet protection software' such as Intego's Internet Security Barrier running.
To check the Firewall: System Preferences>Security>Firewall - make sure you haven't got a tick against 'Block all incoming connections'