HTTPS access

Anytime I try to access my FTP site with HTTPS/443, immediately after login I get an error popup from Serv-U stating that cookies must be enabled.  I have added the site to trusted sites w/ low security level, manually selected for IE to accept all cookies, and tried in Firefox with the same results.  Does anyone have any other suggestions for this.  I would really prefer to use HTTPS for all web connections. I have attached a screenshot.