I have v2.0.04 build 007 (current release as of 2-Nov-2012) and had the problem with cookies. Under Security/Firewall in the X2000, I had to _CHECK_ the cookies field for my PC to work with sites like google, amazon, linkedin, and others. I think they might have the flag reversed, but not sure. It sure is un-intuitive though. If you are having problems with web logins, shopping carts, etc. Give it a try. I hope this helps.
I installed the "v2.0.04 build 007 Oct 9, 2012" firmware update yesterday. My browser is Firefox v16.0.2. I've done a lot of surfing over the past 24 hours, all kinds of sites, some I allow cookies in my browser and some I deny. So far I have not experienced problems with cookies or any other problems.