I am trying to login onto xbox.com Windows Live ID account section on the upper right corner but..?

Whenever I click on the "Sign In" button I get this message:

Cookies must be allowed

Your browser is currently set to block cookies. Your browser must allow cookies before you can use Windows Live ID.

Cookies are small text files stored on your computer that tell Windows Live ID sites and services when you're signed in. To learn how to allow cookies, see online help in your web browser.

How can I fixed this? I am using Firefox the latest version. I have been trying for months to find a way to fix this but nothing works. I have tried it on IE and works with no problems but on Firefox forget it.

Thanks

I am trying to login onto xbox.com Windows Live ID account section on the upper right corner but..?

click tools, options, and under privacy check accept cookies from sites

I am trying to login onto xbox.com Windows Live ID account section on the upper right corner but..?

go to options under tools and accept cookies