From your describing, I assume you're using Internet Explorer. In IE, you can goto the "Privacy" tab and leave the setting at Medium, and then after doing so, click on the "Sites" button, insert the forum's URL
http://www.nationalsforum.net/ using cut-and-paste (or type it in) and click the "Allow" option. Once it's among the trusted sites, click OK twice to close Internet Options. This "should" help increase your security and keep the forum cookies working properly.
Just remember that although deleting the cookies will keep your Internet browsing private (and only until you visit that site again), some sites need you to allow cookies in order for them to be able to remember what options you have selected on that particular site.
