After you have followed Simon's instructions, Lona, make sure your system is allowing ALL cookies, including third party cookies.
I have my Opera browser set to "Accept only cookies set to the server itself" and to clear out cookies when I close the browser, but in order to use online banking I have to enable ALL cookies including third party ones. I have sarcastically emailed my bank on numerous occasions about this, because I cannot for the life of me see how they can boast about how secure the service is and then insist that cookies must be enabled to use the service. It's a bit like fitting a high tech security system to your house and then giving the local burgler the access code.
Prats!