Problem wit Cookies

I was tryin to watch some stuff on MTV's new online channel: http://www.mtv.com/overdrive/ and while some videos work others dont, in the sense that I can hear the audio but cant see the video. I noticed at the bottom of my internet explorer bar that theres this little button wit a "-" sign, so I clicked on it and it shows that some cookies are being blocked. So I put it so that ALL COOKIES are allowed and I still cant see some videos. The videos work randomly work. I also typed in the site in the "Allow Cookies From This Site" box, and still no luck.

Wat can I do to allow all cookies...because the cookies are still being blocked.