Hmm. Went to this site to take a look and got all kinds of cookie error messages telling me to enable cookies (although it couldn't figure out what kind of browser I was using so it just told me how to enable them in several different browsers).
Thing is, I do have them enabled and am in fact developing a web site right now that uses them and it works fine. So does the aximsite cookie and all other cookies.
Guess they have some technical issues...