Sometimes WordPress will give a false error when logging in saying that cookies need to be enabled. Normally if you try to login a couple of times it will set the cookie correctly, but not always. If this happens, it can often be fixed by clicking on the 'lost your password' link.

But then when you get to the next screen, do not enter your email address, instead just click on the 'log in' link which will return you to the previous screen. Most of the time this will then let you login.