Well of course it doesn't list demo's... those arn't games.

That should be all of them.
Joey, you are assuming that he uses Internet Explorer to view the internet. So those directions arn't valid unless he is using it.
For instance, I don't use Internet Explorer. I use Mozilla Firebird.
But anyway, in your preferences or options you should see a cookies section where you can enable cookie support.
Also something Joey faild to mention you should be using the board from
http://www.mega-tokyo.com/forum/index.phpAnd not from the .cjb address because the .cjb address doesn't save cookies to the board.
So it isn't necessarily a cookie problem Joey, he could be using the .cjb address.