Press the F12 key.
From the dialog box menu choose Cache> View Cookie Information
IE will open a new tab with the cookie info
Windows 7 / IE 9- Cookie Location:
C:\Users\<username>\AppData\Local\Microsoft\Windows\Temporary Internet Files
Or better yet, open IE9, browse to page that contains cookie (like Amazon.com home page).
Press the F12 key.
From the dialog box menu choose Cache> View Cookie Information
IE will open a new tab with the cookie info
Note the cookie value at the bottom, it is encrypted:
