"Tools" is above options when the Menubar is showing, which isn't the default view on Windows Vista installations of Firefox.

Firefox button -> Options - Options > Privacy is what you want, and when you select "Use custom setting for history" you will see your options for cookies.

Sorry but I was not familiar with how to see a reply to a ? before. I entered another ? on this topic so please ignore it. I was able to see the settings and all is normal but the site I'm trying to access still tells me I have cookies turned off. I added the site to the "Allow" exceptions list and will retry later. It's odd because I could access this site since initial install of Firefox. It was just today that it fails. Other bookmarked sites are accessible.

Just tested the link and now it works. Thanks for the quick response and support! :)