Unable to activate Office 365, because cookies are blocked
<p>I've installed Office 365 on a Windows Server 2012 R2 machine with IESC enabled. When trying to activate Office it prompts me to sign in and as soon as I enter an email address it says:</p>

<blockquote>
  <p>Cookies must be allowed</p>
  
  <p>Your browser is currently set to block
  cookies. Your browser must allow cookies before you can use a
  Microsoft account.</p>
  
  <p>Cookies are small text files stored on your computer that tell
  Microsoft sites and services when you're signed in. To learn how to
  allow cookies, see online help in your web browser.</p>
</blockquote>

<p>It says this even if I set Internet Options, Privacy to "Accept All Cookies" or  check "Override automatic cookie handling" and select "Accept" for both first-party and third-party cookies.</p>

<p>What do I need to do to allow Office to activate?</p>