Hmmm....I'm using Zonealarm pro. The privacy controls in it have to deal with cookies as far as I can tell. I have it set to allow session and persistent cookies, but not 3rd party cookies. Web bugs for it are enabled and private headers are off.
Edit: Turned private headers on for sh@*@s and giggles and refreshed. What do you know, I've got the pics and charts now. Thanks for pointing me in the right direction!