Yes. For the duration of your proxy session, your browser will need to accept all cookies, in order to ensure normal operation and prevent unauthorized access to licensed resources.
If you're concerned about the privacy implications of allowing all cookies, please consider the following approaches:
- Configure your browser to delete cookies on exit, and exit at the end of each web browsing session. You can also delete cookies manually whenever you like. Here are instructions for Firefox, Google Chrome, Internet Explorer, Safari, and Safari for iPad.
- Use a different browser when you access licensed resources. Configure it to use the proxy, and to accept all cookies.
- In a browser that supports profiles, like Firefox, configure one profile for proxy use with all cookies allowed, and one for other use.
- Instead of the proxy server, use the VPN (Virtual Private Network) system.