Depends upon the version, but could be the Privacy Advisor. From memory... find the Privacy panel, should say stuff like "Cookie Control" and "Mobile Code Control". Click on Custom/Options and tick the Show Privacy Advisor - every time it blocks something on a web site you will now get a balloon type pop up in the system tray - click on it where it tells you to and it will take you to the settings for the site that was just blocked and you can set it manually. On the privacy advisor there is also a page that lists all the sites you have been to, so if you know all the urls you can set them up manually that way - alternatively you can also shut down the privacy advisor using the slider on the main Privacy Panel page.