I don't believe it!!!!!
Finally I looked behind the PC, and there was a huge brass, double-ganged, spring-loaded knife switch. Up=allow cookies, down=kill cookies. I moved it up, and all was okay.
Okay, I made that up. But it would have been a lot less embarrassing than the real reason.
A certain person altered the settings, not of IE, but of Earthlink Protection. No sign anywhere else of what was going on.