I recently had a problem with users of Explorer and login problems on the frontend of a Magento store. They were able to login using Firefox, but when using Explorer they couldn’t login as a customer. The backend was fine.
I found that I had some configuration issues, primary with server system time and cookies which seemed to be causing this. The fix I found on the Magento forums:
I still scratch my head as to why Firfox users are able to login to the frontend while Explorer users cannot login to the frontend of my Magento installation, but until I can figure that out this fix above seems to work. Increasing the cookie expiration time from the default 8600 to a hardier number seems to do the trick.