IE doesn't actually delete the cookies

Question

Pressing Ctrl+Shift+Del brings up the deletion dialog in almost all browsers (I\'ve tested IE, Firefox, and Chrome), where you can delete cookies,

Answer 1

First, close all IE windows and tabs, then open the "Internet Options" from the Control Panel, delete the cookies from there.

Also, as Chuck said, do not forget to uncheck the first option in the dialog along with the cookies option (Preserve Favorites website data).

You could also keep this window open to see the results of deleting procee : C:\Users\USERNAME\AppData\Roaming\Microsoft\Windows\Cookies (ie 11)