Try this:
Go to Tools -> Internet Options -> Security -> Restricted Sites -> Sites -> Add -> Close.
theanswerbank.co.uk is now in the Restricted Sites zone which means that Internet Explorer will use the highest security settings for it, meaning no popups or cookies.
These instructions are based on Internet Explorer 8, which also has something called "InPrivate" browsing. You can choose to browse "InPrivate" at any time and this means that history, cookies etc. will not be saved.