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I have this problem when people register, not sure about notifications as I have them all turned off. The solution I found is to get users to add your site to allowed cookies
Control Panel
Internet Options
Privacy Tab
Edit Button
In the "Address of Website" field type in the following address yourdomain.com then select the allow button
this may not solve anyones problems but my give someone an idea perhaps, sorry i cant be of more help
FireHorse