Yeah, it's one of the first things I had to figure out. It's a little annoying that online help is the default but I guess that's to get people to the most up to date version (and yes there is a difference between the initial manual and the current online version).
As far as the cookies if you clear your cache or you computer does it automagically when you shut down your system that's why. Or you may have cookies blocked in your browser OR you have add ons like NoScript blocking them.
Just tossing out ideas. I know the pain of not being able to access the manuals. Drives me nuts when that happens.
Cheers.