Go here to assist you with this issue:

http://www.microsoft.com/windows/ie/ie6 ... cache.mspx

It doesn't give step-by-step for deleting cookies but from the screenshots you can figure it out.

How to manually delete cookie files in Internet Explorer 6
1. Exit Internet Explorer 6, and then exit any instances of Windows Explorer.
2. Click Start, click Run, type inetcpl.cpl, and then press ENTER.
3. On the General tab, click Delete Cookies in the Internet Properties dialog box, under Temporary Internet Files.
4. In the Delete Files dialog box, click to select the Delete all offline content check box, and then click OK.

How to manually verify that the cookie files are deleted for Internet Explorer 6
1. Exit Internet Explorer 6, and then exit any instances of Windows Explorer.
2. Click Start, and then click Run, type inetcpl.cpl, and then press ENTER.
3. In the Internet Properties dialog box, on the General tab, click View Files under Temporary Internet Files.
4. In the folder that you opened in step 4, verify that there are no text files.


You can get more info on this here: http://support.microsoft.com/kb/278835

IMPORTANT: And also make sure your browser has cookies enabled!