I can't remember how to find my Firefox settings, but I also use IE 8 (except I use FF for SSI surveys because I had creditting problems and it seems to work better for me) and the IE8 settings are:

Go to Tools, then Internet Options.
Click the Privacy tab.
Under settings, click Advanced.

Override automatic cookie handling box should be CHECKED.
ACCEPT First and Third party cookies.
Always allow session cookies should be CHECKED.
Click OK.

Click Apply.

Out of curiosity, which surveys are giving you problems? Have you gotten any to credit?