I notice anything I clicked on there kept taking me back to the login page(clicking help,home and so on)I have both first and third party cookies set to Allow in IE.And,the sdhelper doesn't seem to be blocking it either,from the looks of it.Do you think the password that's being automatically filled in for you might be wrong?What version of Internet Explorer do you have,7?
What firewall do you use on your Vista laptop and your XP desktop?I remember there used to be a firewall that also blocked cookies.