I'm running Firefox and don't have that option..Set your cookie preferences to "Prompt" instead of off. That way the first time you go to a site that tries to put cookies on your computer, you will get a message asking if you will allow that cookie. You can block 99% of the trash cookies, but allow the few you need, such as if you want to place an order from nearly anyone on line. You can then also delete specific cookies later instead of turning them all on.
Go to Options, Privacy, History. Select "Firefox will: Use custom settings for history". You should be able to figure it out from there.I'm running Firefox and don't have that option.
