Connection to server lost

I recently installed Warcraft Logs Uploader to upload logs but every time I want to upload logs I receive the following message: Connection to server lost. Quit the app and log in again. Every time I log out and quit the application and try and re-upload logs I am greeted by the same error message. Does anyone know what is happening and how I can resolve this?

It sounds like you have Windows set up to not allow Web cookies to be set.

And how do I manage that specificaly?