I use IE9 and Firefox11.
I have noticed that, when I am logged in, sometimes I come across blogs that are difficult to leave a comment on.
To wit: I prepare my comment, choose the appropriate URL (as I have two blogs), press the Leave Comment button, which then brings up a message asking me to log in to leave the comment. I look aghast and say to myself, but I am logged in! So, I then dutifully follow orders, put in my login details, which then brings me back to a now-empty comment box -- BAH!! I then proceed to make the comment again, etc and it just proceeds to go back to asking me to again login! LOL!
What's happening? Usually these blogs I'm trying to leave a comment on, already have comments.
PS: In Firefox cookies are enabled by default. 'Tho this commenting thing can be a problem too, sometimes.
In my IE9 browser for third-party cookies, I have added http://*.wordpress.com and https://*.wordpress.com to my Trusted Sites list, along with my own blogs' domains in their various forms.