Hi palmbay, welcome to TSF
2 things spring to mind. Cookies and ActiveX.
As you have enabled cookies, do you have any Firefox addons installed that change the default cookie settings or delete stored cookies at the end of each browsing session?
In Tools > Options > Privacy, is the 'Always clear my private data when I close Firefox' option enabled? If so, click the Settings button and remove the checkmark from Cookies.
These sites could be using ActiveX, which is not supported by Firefox for security reasons. You can get round this by installing the
IE-Tab addon, which allows you to view IE-only websites in Firefox.