Cookie handling preferences are set in your browser. You'll want to allow cookie exchange with this site and then next time you see the popup, log in and click the x. or disable that option in your profile settings.
In IE 11 to change your browsing preferences:
Click on settings (looks like a small gear in the upper right corner)
Select internet options and then the privacy tab.
Change your settings to medium and hit OK
If you still have this issue then repeat the procedure and then on the privacy page click the "sites" button to find options to customize what sites you allow cookie exchange with.