FWIW, this apparently isn't a browser thing. I'm using Safari under Leopard.
Every time I do a new WP install and run into the danged "You're not accepting cookies" thing (yes, I am, for originating sites!) again, I google the error, land here, then smack my head and go 'Right! Those freaking carriage returns!" then wp-login.php and remove the returns at the bottom of the file for the umpteenth time.
(I have anteretrograde amnesia, otherwise I'd just do it as a matter of course.)
How aggravating! It's *such* a tiny little thing; perhaps someone might paste a small, permanent box at the top of the support page explaining the fix, or, better yet, simply link to a fixed file for those unable to edit files themselves? This really ought not be such a large problem, and yet it looks as if it is for an awful lot of people.