Ormond, with regard to your kwery...
Is it just for this site, or others also?
Most likely problem would be that you need to check that Cookies are being allowed, to find that you need to go to "Tools, Internet Options, Secruity tab, Internet (Custom levels), and scroll down until you find "Cookies"", ensure that these two settings are are enabled, you may have to login once but after that it should be fine. If that don't work try kicking it.
oh, further to that. Do you have a firewall, if you install IE6 after the firewall it may not be letting all the necessary programmes access the net to establish connection to the browser.