I'll just post this guide real quick as a reference, since most people probably know how to enable cookies already, and most don't need to since they are enabled by default.

  1. Go to Tools > Options.
  2. Select the Privacy tab.
  3. Expand the Cookies item. (In Firefox 1.5, select the Cookies tab.)
  4. Check the check box that's labled Allow sites to set cookies.

Firefox cookies options tab.

Whether you choose to allow cookies, or disallow them, you can always make exceptions, but clicking the Exceptions button. There you can enter a web address(the URL of the site you want to block or allow) and select either Block, Allow for Session(allow until you close and reopen Firefox) or Allow. You can also remove any site from that list.